The Connecticut River runs right alongside it, giving everything a soft, unhurried quality. The Connecticut River Museum at 67 Main Street is one of the best small museums in the state. The Essex Steam Train and Riverboat at 1 Railroad Avenue offers a vintage train ride through the Connecticut River Valley that is genuinely fun for all ages. WoodstockIt is the kind of Connecticut town that makes you pull over just to take a picture of a field. Walking through the Antiques Marketplace at 109 Main Street feels like archaeology, except you can buy the artifacts and take them home.