Yesterday I checked another state off my hiking list, adding Connecticut to the roll.
Devil's Den Preserve was the only hike of any significant length in the state listed in my local hiking guide. While the book didn't suggest that it was do-able via public transit, it is - as long as you don't mind nearly doubling the hike length with road walking.
It's three miles from the Cannondale stop on the Metro-North Danbury line to the entrance of the Nature Conservancy preserve. It's three miles of country roads ("country" meaning mansions on an acre or two each, "road" meaning 25 mph blacktop) with no sidewalks and mostly no shoulders. You would not want to do it at night.
The preserve itself is quite pleasant, with gentle undulations in the scenery that provide variety for the eyes without unduly tiring the legs. Well, that's provided your legs are in okay shape to begin with - mine were much more weary than I was willing to admit from a high intensity interval training class two days previous. The guidebook listed the hike around the preserve as 450 miles of elevation gain over seven miles; the road walk also has some elevation change.
Most of the really interesting stuff is near the entrance: Godfrey Pond, the old sawmill equipment, and Ambler's Gorge and Vista. At the far end of the park are the Great Ledge and the Redding Great Ledge. Of the vistas and ledges, only the Redding Great Ledge (pictured) is worth it; the others don't have any views, at least not while the trees are leafed out.
There is also a logistical challenge to doing this hike via train, as the return trains run every three hours. You're likely to have time to kill, and there isn't much to do in the vicinity: an expensive restaurant and an acupuncturist are right there, and supposedly there is a coffee shop a half-mile away. You might be better off renting a car from the city and driving.
I don't know that I would do this hike again, but it was worth doing once.