In this paper, we investigate the problem of optimal base station (BS) ON-OFF switching and user association in a heterogeneous network (HetNet) with massive MIMO, with the objective to maximize the system energy efficiency (EE). The joint BS ON-OFF switching and user association problem is formulated as an integer programming problem. We first develop a centralized scheme, in which we relax the integer constraints and employ a series of Lagrangian dual methods that transform the original problem into a standard linear programming (LP) problem. Due to the special structure of the LP, we prove that the optimal solution to the relaxed LP is also feasible and optimal to the original problem. We then propose a distributed scheme by formulating a repeated bidding game for users and BS's, and prove that the game converges to a Nash Equilibrium (NE). Simulation studies demonstrate that the proposed schemes can achieve considerable gains in EE over several benchmark schemes in all the scenarios considered.