From the almighty Wikipedia:

"In its most restrictive sense, the North Shore includes only the coastal cities and towns in Essex County south of Cape Ann: Beverly, Danvers, Peabody, Salem, Marblehead, Swampscott, Nahant, Lynn, Saugus and Lynnfield."

Also, for what it's worth, Robert Frost considered Derry, New Hampsire "North of Boston".