As far as Massachusetts goes, the relevant laws are Mass General Laws <a href="http://www.magnet.state.ma.us/legis/laws/mgl/269%2D10.htm">Chapter 269, Section 10 (b)</a> and <a href="http://www.magnet.state.ma.us/legis/laws/mgl/269%2D12.htm">Chapter 269, Section 12</a>
In short, section 10 prohibits "[carrying] on his person, or carries on his person or under his control in a vehicle" a whole host of things, including "any knife having a double-edged blade". Section 12 prohibits the manufacture or sale of dirk knives, switchblades, etc.....but a double edged knife isn't mentioned explicitly.
My non-lawyer take on it is that it is OK to own a double edged knife in MA, as long as you don't carry it under your control or under your control in a vehicle.