When I first caught sight of it, I was a bit puzzled, because you would normally expect such a plane to be at low altitude only shortly after takeoff, but the only airport anywhere nearby that I can think of (unless it came from Long Island) is in Stratford, and besides it being a civilian airport, I doubt that its runway or facilities are adequate to support such an aircraft. That lead me to speculate that it may have been showing off for an audience - for all that I know, it could have been doing a flyby for one of the Connecticut-based defense contractors (a couple of them are located in Norwalk) having an open house or whatever...
I was fishing on the sound yesterday, in the New haven area and didn't see it. :(