But that is exactly what happened the first time I spent a day on the Connecticut River. The journey starts with a narrated steam locomotive ride deep into the unspoiled Connecticut River Valley. The reward is watching bald eagles soar over the Connecticut River from an elevated stone terrace. Hurd State Park (Connecticut River Hiking & Boat Camping)Some parks reward you for showing up. Built in 1876 by William Goodspeed, this six-story Victorian building sits directly on the Connecticut River.