Connecticut's movie is...

The Ice Storm

Statistically speaking, Connecticut is one of the most affluent states in the US, thanks to a history of strong manufacturing, maritime, and financial industries, and while it typically enjoys moderate weather, it does tend to get cold during Winter. Combine these two elements, and you basically have the recipe for Ang Lee’s The Ice Storm, a suburban melodrama chronicling a chain of events in two neighboring Connecticut families amidst Thanksgiving celebrations. Every character exhibits tragic flaws that are brought to bear over the course of the film, and though it’s not quite a flattering portrait of Connecticut life, The Ice Storm certainly has a thing or two to say about dysfunction in the lives of sophisticates in New England.