Devil’s Hopyard State Park in East Haddam delivers on every bit of that intrigue with its dramatic Chapman Falls. Campbell Falls State ParkStraddling the border between Connecticut and Massachusetts, Campbell Falls plays by its own rules. Saugatuck Falls Natural AreaRugged and raw, Saugatuck Falls Natural Area feels like a secret the forest is barely willing to share. Kent Falls State ParkStanding at the base of Kent Falls feels like the forest decided to show off. Valley Falls ParkValley Falls Park is the kind of place that locals pass for years before finally stopping to explore.