Assumingly something or an event that happened in Connecticut or was about Connecticut that was covered up(hidden, unheard of) thus why no one has heard of it.
Andy : Ever heard of a Connecticut cover up?
Jim : No?
Andy: Know why?
Jim: ... No.
Andy: Covered it up.
Jim : No?
Andy: Know why?
Jim: ... No.
Andy: Covered it up.
by Zure the Dark Being April 19, 2013