I can’t tell if that’s a joke or a real question.
If it’s a real question, nips in this case refers to those little bottles of alcohol you would get on an airplane. They’re readily available in liquor stores here. Common purchase for the chemically dependent alcoholic who just needs a quick fix.
Connecticut penitentiary? A state facility? How are the prisons in Connecticut? The only thing I know about the state is that they have their own form of pizza though I have no clue what that form is.