You don't give a minimal document showing exactly what you are doing, but here's a simple solution with two options. The first is a compromise, which will adjust the spacing for all citation commands whether they follow punctuation or not. If that's not acceptable, then you need to define a new version of \cite
just for following punctuation, and adjust only that one.
Version 1
In this version, we just add a negative kern to all the citations independent of whether they follow punctuation or not. If the value you choose for the kern is not too big, this is the simplest solution.
\begin{filecontents*}{\jobname.bib}
@article{Massam2001,
Author = {Diane Massam},
Journal = {Natural Language \& Linguistic Theory},
Pages = {153-197},
Title = {Pseudo Noun Incorporation in {Niuean}},
Volume = {19},
Year = {2001}}
@article{Materna1987,
Author = {P Materna and E Hajicova and P Sgall},
Journal = {Linguistics and Philosophy},
Pages = {101-113},
Title = {Redundant Answers and Topic-Focus Articulation},
Volume = {10},
Year = {1987}}
@article{Matsumoto1995,
Author = {Y Matsumoto},
Journal = {Linguistics and Philosophy},
Pages = {21-60},
Title = {The Conversational Condition On {Horn} Scales},
Volume = {18},
Year = {1995}}
@article{Matsuo1999,
Author = {A Matsuo},
Journal = {Linguistic Inquiry},
Pages = {310-317},
Title = {Reciprocity and Binding in Early Child Grammar},
Volume = {30},
Year = {1999}}
@article{MatsuoDuffield2001,
Author = {Matsuo, Ayumi and Duffield, Nigel},
Journal = {Language Acquisition},
Number = {4},
Pages = {301--327},
Title = {{VP}-ellipsis and anaphora in child language acquisition},
Volume = {9},
Year = {2001}}
@article{Matushansky2008,
Author = {Matushansky, Ora},
Journal = {Linguistics and philosophy},
Number = {5},
Pages = {573--627},
Title = {On the linguistic complexity of proper names},
Volume = {31},
Year = {2008}}
\end{filecontents*}
\documentclass{article}
\usepackage[super,compress]{natbib}
\bibliographystyle{unsrtnat}
\makeatletter
\renewcommand\NAT@open{\kern-2pt}
\makeatother
\begin{document}
Some text.\cite{Materna1987,Matsumoto1995,Matsuo1999}
But without punctuation\cite{Massam2001,MatsuoDuffield2001,Matushansky2008}
\bibliography{\jobname}
\end{document}

Version 2
In this version we create a new \cite
command \pcite
which gets used after punctuation and then adjusts the kern only for those cases.
\begin{filecontents*}{\jobname.bib}
@article{Massam2001,
Author = {Diane Massam},
Journal = {Natural Language \& Linguistic Theory},
Pages = {153-197},
Title = {Pseudo Noun Incorporation in {Niuean}},
Volume = {19},
Year = {2001}}
@article{Materna1987,
Author = {P Materna and E Hajicova and P Sgall},
Journal = {Linguistics and Philosophy},
Pages = {101-113},
Title = {Redundant Answers and Topic-Focus Articulation},
Volume = {10},
Year = {1987}}
@article{Matsumoto1995,
Author = {Y Matsumoto},
Journal = {Linguistics and Philosophy},
Pages = {21-60},
Title = {The Conversational Condition On Horn Scales},
Volume = {18},
Year = {1995}}
@article{Matsuo1999,
Author = {A Matsuo},
Journal = {Linguistic Inquiry},
Pages = {310-317},
Title = {Reciprocity and Binding in Early Child Grammar},
Volume = {30},
Year = {1999}}
@article{MatsuoDuffield2001,
Author = {Matsuo, Ayumi and Duffield, Nigel},
Journal = {Language Acquisition},
Number = {4},
Pages = {301--327},
Title = {{VP}-ellipsis and anaphora in child language acquisition},
Volume = {9},
Year = {2001}}
@article{Matushansky2008,
Author = {Matushansky, Ora},
Journal = {Linguistics and philosophy},
Number = {5},
Pages = {573--627},
Title = {On the linguistic complexity of proper names},
Volume = {31},
Year = {2008}}
\end{filecontents*}
\documentclass{article}
\usepackage[super,compress]{natbib}
\bibliographystyle{unsrtnat}
\makeatletter
\newif\ifpcite
\renewcommand\NAT@open{\ifpcite\kern-2pt\else\fi}
\renewcommand\NAT@close{\global\pcitefalse}
\newcommand\pcite{\pcitetrue\cite}
\makeatother
\begin{document}
Some text.\pcite{Materna1987,Matsumoto1995,Matsuo1999}
But without punctuation\cite{Massam2001,MatsuoDuffield2001,Matushansky2008}
\bibliography{\jobname}
\end{document}
