High Quality Content by WIKIPEDIA articles! The New Haven Colony was an English colonial venture in present-day Connecticut in North America from 1637 to 1662.A Puritan minister named John Davenport led his flock from exile in the Netherlands back to England and finally to America in the spring of 1637. The group arrived in Boston on the ship Hector on June 26, but decided to strike out on their own, based on their impression that the Massachusetts Bay Colony was lax in its religious observances.