There are a lot of places you can go if you head up to the northern part of the state like Union, Stafford, etc. Unfortunately its all private property. As far as legal I'm pretty sure that you need to go up to Mass, I don't know of any legal places in CT.
There are no 'legal' spots in Connecticut. As the guy mentioned above me, everything in Connecticut is STATE PROPERTY. So unfortunately that leaves CT Jeepers with no place to go wheelin. You can join a CT off-road club and they open up trails that are off-limits otherwise.
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