The bus station is near the hospital on Piazza del Risorgimento, 1km down the hill from Piazza Garibaldi. Tiemme (www.tiemmespa.it) operates two buses to Grosseto (€5.20, 80 minutes, Monday to Saturday) and one to Siena (€6, two hours, Monday to Saturday) at 7.10am. To get to Volterra you'll need to change at Monterotondo Marittimo. Massa Veternensis sells bus and train tickets.
There's a convenient car park (€1 per hour during the day, free at night) close to Piazza Garibaldi; head up the hill and you'll find it on your left.
The nearest train station is in Follonica, 22km southwest of Massa; it's served by a regular shuttle bus (€2.60, 25 minutes, 10 daily).