I am in the same Cox Cable service area (RI) as the OP. They were supposed to drop the analog signals by June 8 but so far they are still there. At some point everything will be scrambled and require some kind of box .... and the monthly fee $$$$ after the first 2 years.
If your VCR has a slot for a cablecard that is one option. I added one to my TIVO series 3 HD. Older VCRs do not have that option.
The other option is the Cox "mini box" which has a channel 3/4 output in SD mode but the VCR would need an IR blaster to control changing channels on the mini box.
The cablecard works well but the mini box I got doesn't work properly. I already exchanged it and the new one doesn't work either, same failure mode.
One sore point with Cox Cable. Their promo material says you get 2 mini boxes free for the first 2 years (as required by the FCC). It also says you can substitute a cablecard for a mini box. When I went to the Cox store to get a mini box and a cable card their computer upchucked and indicated I could get 2 mini boxes OR 2 cablecards but not one of each without the $1.99/month fee.