Around the New York border?
AFAIK (and I’m far from Connecticut, but I’ve been there) there are only 2 in the state to choose from: Foxwoods and Mohegan Sun.
I’ve been to Foxwoods; they serve alcohol there. I’m sure Mohegan Sun also isn’t dry.
Turning Stone in upstate New York, past Albany on the Thruway, is dry. It’s only a few hours from western CT.