In this post-911 climate it is hard to find luggage storage. I'm almost 100% certain there is nothing at North Station (The Garden). I found the following online, seems consistent with other site's info as well (not sure where your bus is coming into/out of):
"South Station (700 Atlantic Ave), which is one of our major train/bus/subway terminals, does offer baggage storage through Package Express (617-526-1810). They're on the 5th floor of South Station, and charge a few dollars per bag. It's the only place I know of offering luggage storage, although I'm sure there must be others somewhere. - See more at: [
www.boston-discovery-guide.com];
Maybe call the number, see if it will work. You may also ask a hotel if they'll help you out for the night (or maybe find a parking lot near the show and see if some kind person will allow you to throw in their trunk).
Good luck!