Can't speak to the comforter and pillows but most places in Massachusetts will not/cannot take used mattresses as donations. If you run a search here, it looks like the option closest to the city is out in Walpole.

That said, Cambridge will pick them up for free as part of their mattress recycling program. You can find out more here.

Whatever you do, just don't be one of those derps who dumps their used mattress in front of a Salvation Army in the middle of the night on their way out of town.