If a fish is not listed as having a creel/size limit and is not listed as prohibited to take (like the herring prohibition, certain sharks, etc.) you can keep the fish.

If you take a fish in another state and you want to land it in Connecticut you must meet the Connecticut creel and size limits. This question comes up regarding spearfishing for striped bass in Rhode Island waters then returning to Connecticut where it's illegal to spearfish for stripers.