$M$ and $M \setminus \partial M$ have the same homology since by existence of a collar neighborhood of the boundary, $M \setminus \partial M$ deformation retracts to a properly embedded copy of $M$ inside $M$. Therefore, let us reassign $M$ to be the noncompact manifold $M \setminus \partial M$ from here on.
By compactly supported Poincare duality with twisted coefficients, $H_n(M; \Bbb Z) \cong H^0_c(M; \Bbb Z_w)$ where $\Bbb Z_w$ is the orientation sheaf on $M$. I do not know a reference for an elementary derivation, but this follows from, for example, Verdier duality. Since $M$ is noncompact, $H^0_c(M; \Bbb Z_w) = 0$.
EDIT: It is also true that $H^n(M; \Bbb Z) = 0$ for a noncompact $n$-manifold $M$. There is a dual version of Poincare duality with twisted coefficients, which says $H^n(M; \Bbb Z_w) \cong H_0^{lf}(M; \Bbb Z)$ where $H_*^{lf}$ is locally-finite homology; this also follows from Verdier duality. Since $M$ is noncompact, any $0$-chain (finitely many points) is a boundary of the locally finite $1$-chains given by a collection of disjoint proper PL-rays to infinity in $M$ starting at these points.
Unfortunately, the twisting of the coefficients is in the cohomology side this time, so it's not immediately clear why $H^n(M; \Bbb Z) = 0$ for $M$ nonorientable. Nevertheless, this proves $H^n(M; \Bbb Z) = 0$ for orientable noncompact $n$-manifold $M$. For nonorientable $M$, consider the cohomology transfer sequence
$$\cdots \to H^n(M; \Bbb Z_w) \to H^n(\widetilde{M}; \Bbb Z) \to H^n(M; \Bbb Z) \to H^{n+1}(M; \Bbb Z_w) \to \cdots$$
Where $\widetilde{M}$ is the orientation cover of $M$. We know $H^n(\widetilde{M}; \Bbb Z) = 0$ by orientability and $H^{n+1}(M; \Bbb Z_w) = 0$ as $M$ is $n$-dimensional. This forces $H^n(M; \Bbb Z) = 0$.