What it means to be massive: What benefits and disadvantages do StarCraft 2 units gain by being massive?
Solution 1:
Massive units can crush the Protoss Sentry's Force Field effect.
Additionally, massive ground units can't be picked up by the Phoenix's gravity beam (thanks, Nick!)
'Massive' is also an armor type (like 'armored' and 'light') and two units (Voidrays and Corruptors) deal bonus damage to massive units.
Solution 2:
In addition to Raven's answer, massive units can't be slowed by the Marauder's concussive shell.