The reason for this odd behavior has to do with the flood of 1955. Before that time, the railroad and Route 44 (various versions of it) ran immediately next to the river. In 1955 the remanents of two hurricanes hit CT at the same time, unleashing a flood in the northwest that devastated Winsted and other communities. It appears that in this case, the embankment that the CNE was on was completely washed away from the point where the railroad dead ends. Winsted was badly damaged (although many of the brick buildings in downtown survived, and so the Army Corps of Engineers was charged with finding a way to prevent this from happening again.
The solution that they came up with was to dam the valley that the river runs through. What the above picture shows, and what Mike Ceruzzi has confirmed, is that the river is piped out of the dam, directly into a CNE cut!
This is the view on the other side of that pipe, the CNE would have been cutting to the right at this location after presumably crossing the old path of the river ( stillvisible,) as Mike places it on the right side on the other side of the dam.
Climbing up the dam and looking west
. What Mike has explained to us is that the CNE's route is actually on the south (left) side of the river, something confirmed by Glenn Siter, who has seen older topo maps. At the wide part of the river (because of the dam) the route is actually under the water for some time. Mike has given us a map showing us that the CNE is now under the concrete road seen in this picture from about the middle of the first bend in the river. This was the last iteration of US 44 before the 1955 flood.
The pre-1940 version of US44 had been on the north side of the Mad River, and after this point it (along with a beautiful iron railing) can be seen running directly under the CNE.
On the north side of the river, west of Rugbrook RD, a massive arched bridge over the Mad River is still there:
What looks like a trickle here is actually the frozen and snowy Mad River. As can be seen, the entire eastern portion of the railroad has been excavated (Leroy Beaujon reports this was done to help grade modern US-44). The builders plaque on this bridge (in the same style as that in Collinsville) says 1917, and the places where the masons propped boards up to make the arch are clearly distinguishable. Here's a closer view
After this point, the road continues to run west into someone's yard, where a stone retaining wall can be seen. The next place we've visted on the roadbed is in Norfolk.