When I first read the history of Thompson, Connecticut, I expected to find a historic church in every village. After all, that was what happened in East Haddam, where I've done most of my recent work. Ironically, that doesn't seem to be the case in Thompson. The Thompson Congregational Church was founded in 1730. The current building dates from the mid-1800s, although it has undergone restoration to change with the times and to survive the 1938 hurricane.
Unlike most churches in the state, the Thompson Congregational Church appears to have kept hold of its own records. The website AmericanAncestors.org states that the Connecticut State Library has a transcript of some baptisms (1730-1795). There should be a microfilm copy of the records, accessible through the Family History Library. Otherwise, the records seem to still be at the church. Their contact information is on their website: http://www.thompsonchurch.org/contact.htm.