I'm also in CT, and I got that pic of the lion "looking at the kids on the floor" email sent to me as well. Supposedly in Avon or Canton, as I remember it. I'm thinking its probably an urban legend.
That said, I'm pretty sure I've seen one around here as well; it was a quick event, but its for sure it was no bobcat, nor a coyote. We have those around here pretty regularly so I'm quite sure of what it wasn't.
