Beware of several details of the laws in your "boat anchor" states. You may not possess any hollow point ammunition in NJ, even passing through. The law is specific to residents and sportsmen with valid hunting licenses only as to who can transport hollow point ammo under certain circumstances. Federal transport laws and the FOPA will not protect you from this local regulation. The NJ State Police website has a good page of instructions on transport laws. Print it and take it with you as it outlines your rights under FOPA very clearly. There is also an explanation of the hollow point issue.
MA also has some odd quirks about what may be brought through the state so check it out thoroughly yourself. I stay out of MA if at all possible so I don't really know their laws well.
CT is no issue unless you are planning on carrying one of the specifically listed banned "assault" pistols. Then it will be a problem. If not, no issues in CT. Their state laws mirror federal transport guidelines and most LEOs are well informed in CT.
As for NY. My beloved state. You can cite federal transport laws and the FOPA at your trial if you get stopped in NYC or catch the wrong cop outside of NYC. They have been doing this for years, and, yes it is wrong for them to do so. New York State law prohibits the possession of a handgun by those not specifically licensed, or who meet other specific criteria, and that is where most LEOs stop reading in NY. Best bet is to go to the New York State Police website and print out the pages pertaining to gun transport through the state. It cites federal laws and protections so it may help if you get stopped. It does a very good job explaining state laws and federal transport protections under FOPA. Best news is that you do not need to notify of possession of a weapon in NY. My advice is don't if at all possible.
Good luck and safe travels!