“Sleepy Hollow”. Milford, Connecticut is a city that lies between Bridgeport, Connecticut and New Haven Connecticut. The city is home to around 53,200 residents and was first settled in 1639. The city wasn’t officially incorporated until 1959. Here is a lovely city, with lots of fun things to do. For those that are fans of history and architecture, make sure you take one of Milford Historical Society’s House Tours.