Can't find much on fireworks displays around here, but here are 2 listings for Connecticut. One is in Old Saybrook July 5th I think it said. I heard that one is really good, some rich guy uses his own money to buy them to put on the show.
http://www.offshoremag.net/calendar/events/special.html
Middletown usually has a fireworks display near Harbor Park restaurant by the river. I suppose you could phone the Chamber of Commerce there for more info.
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