Antimafia, a friend in Connecticut sent me this email:

The Sterling Memorial Library at Yale is probably the best resource in the state. http://www.library.yale.edu/microform/

There is a Connecticut State Library in Hartford that serves as the "official" Connecticut library. That may be very useful as well (it holds the Hartford Courant and some other newspapers, as well as official federal and state government documents), though I suspect the microform collection is not the equal of Sterling. http://www.cslib.org/

For city newspapers (other than the Hartford Courant), it appears that the best bet is the public library in the city of interest. Generally, microfilm from local newspapers is held there.

/// Hopefully this will help you out.