Back in the day, when T riders without a monthly pass had to keep some tokens jangling in their pockets or purses, you usually had to pay extra to transfer from the subway to a bus. One of the exceptions was for riders of the 39 bus, who could get a transfer ticket at Back Bay.
The ticket dispenser still sits just inside the Orange Line fare gates, forlorn and forgotten. Press the large button, though, and it springs to life and gives you a satisfying kerCHUNK - although no ticket comes out. Word of caution: Should you try it, don't do it as people are coming up from a train, or you might get a tourist asking you if he needs a ticket to exit the station.