You can find this off of State Street in New Haven. Killer place, although often busy with people walking and other cars. My old man and I went there shortly after he got his car. He was flying up and down this mini mountain/trail pass like a lunatic! He has no concept of keeping the RPM high with this car.
There's also a West Rock Park I've been told of, which is off road, and much like a rally course!
Again, use extreme caution!
And if you live in the Waterbury area, head up near the country club up there. The road is very narrow, plenty of blind curves with barely enough room for 2 cars!
USE EXTREME CAUTION! Residential area! Didn't stop me from flying up and down during school/work hours though the few times I've been there