I know that the Princess Farhana Hot Burlesque Moves dvd has got some approval from people on these forums and you can get that from ebay in the US -
here.
The Gypsy Gyrls are a neo-burleque troupe in Hartford (I'm not sure whereabouts you live in Conneticut, but hoping this is near you).
I know you've just a show of theirs at the start of June, but I'm sure there'll be another soon.
Myspace - Gypsy Gyrls
I'm too sure about what else is happening in Connneticut, but in the scale of things you're not too far from Boston, which has a huge burlesque scene. Check out the
Boston Babydolls website which has loads of stuff on it, including details of Miss Mina's Instant Burlesque Queen Class on July 20th.
Also a brilliant way to find out about the US burlesque scene is listening to
the Burlesque Podcast which you can subscribe to via iTunes - I've learnt so much about burlesque listening to these.
Check out Jo (Boobs) Weldon's
e-book on beginning burlesque - it's cheap and a great starting point.
Is that enough to be going on with?