State of Connecticut a horror (4)
I believe the answer is:
utah
'state' is the definition.
(Utah is a US state)
'of connecticut a horror' is the wordplay.
'of' indicates a hidden word.
'UTAH' can be found hidden inside 'connecticut a horror'.
(Other definitions for utah that I've seen before include "American state, capital Salt Lake City" , "Great Salt Lake state" , "America's Mormon state" , "State of Western USA" , "US state, capital Salt Lake City" .)