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Flying squirrels (Northern - Glaucomy volans or Southern - G. sabrinus) are actually fairly common in CT, but are not often seen because they are active at night. If your bird or suet feeders magically empty out overnight, perhaps this is the chow-er.
This video was taken by my wonderful friend and website-hoster Joe Chapuis, of Webvideozone.com. If this version doesn't load correctly for you, try this version on Google Video.
Linda Violett's website - Two-Hole Mansion construction (Linda Violett). Flying Squirrels seem to like this hanging box (the size/two holes/height/location or something - I've never had them in my single-holed pole/tree mounted boxes).