Most state parks in Connecticut close by September 30 for camping, some have only drive in, first come from early September. A few CT state parks are open for camping until mid October for drive in, first come basis. Few CT state parks have "hookups" - no electric and water at campsites. Most state parks you can fill water tanks at the shower / bathrooms and/or water spigots scattered around the campground. Late in the season you might find the hookup sites open and available.
Majority of private parks in Connecticut close on Columbus Day weekend, mid-October, as another poster pointed out. One neat thing with the private campgrounds in October are the "Halloween Weekends", they can be a ton of fun.
The reason why some leaves might be changing and dropping already in Connecticut and New York is lack of rain the second half of summer. It is really dry right now (not "drought" like out west, though!).
Avoid traveling on I95 as much as you can.
Have fun! I am jealous.
