In Connecticut, there is Mystic Seaport. Also, if possible get up to see Gillete Castle State Park - very cool, and also near Goodspeed Opera House. There are private campgrounds in the area.
Also, Hammonasset State Park is right on the water... but the few hookup spots may already be booked. Otherwise there are water faucets available to fill your water tank, but it is no hookups.
Virtually every Connecticut town will have a historical society, houses dating back to before the USA was the USA, and various historical monuments and things to check out if you want a lot of colonial history.
Upstate New York has been talked about - if you get up near Lake George, I highly recommend Fort Ticonderoga at the northern end. If you are into colonial history it is a "must see".