Speaking of Trumbull, There is a road on the Easton/Monroe boarder in Trumbull that boarders the Easton reservoir called Velvet Street, or as locals call it, Dracula Drive. I have heard several accounts as to "why" it is haunted, (and none are overly plausible) but there are numerous reports of "melon heads" and the like.
Dudlytown is most assuredly off limits.....though it is so tempting to check it out. You can get very close via 2.5 roads that lead to the Dark Entry Forest (the .5 being the mohawk trail which passes along the edge of the forest) , but it is patrolled not only by police, but zealous locals who want no one trespassing. There have been countless acts of vandalism on the property and you will be arrested and prosecuted (fines) if caught. It is a very cool area however. The roads leading up to it climb over 1000 feet in about a mile, the forest is set between 3 "mt's" so it is very thick and dark at the top.
last mention is about a hidden road that goes through west rock park in Hamden called Baldwin Drive. it is maintained for bikes and pedestrians, but it isn't open to cars anymore. (only authorized vech's). at the west shepherd end, there is a path that connects to brooks road in Bethany. THe path is an abandoned road that is the alleged location of a classic "70's hook-hand, two teens in a car, murder". It is supposedly haunted as well.