Most likely a siren for the volunteer fire department. In the days before cell phones/beepers, it alerted the volunteers to go to the fire house for an emergency. A few towns still use them today. When did /Connecticut become “something happened and I posted it first!”?
https://www.reddit.com/r/Connecticut/comments/10u9k1u/did_anyone_else_just_hear_an_air_siren_in_the/

