Not shot in Shelton, but Seymour about 10 miles up the Naugatuck River - Close.
The location was the Seymour Wire Co (I think), nice factory which is now a "Stop & Slop" supermarket. The company office was retained & became the Seymour PD headquarters.
Right you are. It was filmed in the Seymour Specialty Wire Company plant a few years before it closed in 1992. It was heavily damaged by fire in the same year. Besides the Seymour PD, there is also one more remaining building from the original plant at the end of the cul de sac just north of Stop & Shop. It is being used by a trucking company for storage. At the end of the cul de sac, about 100 feet into the woods stands the ruins of the Seymour Freight House built by the New Haven.
Interesting that Stop and Shop choose to build on top of a EPA cleanup site. Stop & Shop did the same in Torrington, building on top of the American Brass Company site. A lot of interesting chemicals are now seeping up thru the parking lot there.