I used to commute regularly by Amtrak between Hartford and New Haven, which sometimes had me on the Vermonter. What NtS says is spot-on - they really don't make it easy. I used a Dahon full-sized folding bike, which they allowed grudgingly, but anything bigger has to be in a box. On top of that, Amtrak costs a bloody fortune. If you're trying to get all the way to Vermont, it's bus or bust. If you want to go somewhere in Connecticut, check out Metro-North.