Question: what colony was the scene of the war which concluded with the decisive defeat of the Pequot?

Context paragraphs:
Connecticut Colony: The Connecticut Colony or Colony of Connecticut, originally known as the Connecticut River Colony or simply the River Colony, was an English colony in North America that became the U.S. state of Connecticut.  It was organized on March 3, 1636 as a settlement for a Puritan congregation.  After early struggles with the Dutch, the English permanently gained control of the region in 1637.  The colony was later the scene of a bloody war between the colonists and Pequot Indians known as the Pequot War.  Connecticut Colony played a significant role in the establishment of self-government in the New World with its refusal to surrender local authority to the Dominion of New England, an event known as the Charter Oak incident which occurred at Jeremy Adams' inn and tavern.

Mystic massacre: The Mystic massacre took place on May 26, 1637 during the Pequot War, when English settlers under Captain John Mason and Narragansett and Mohegan allies set fire to a fortified Pequot village near the Mystic River.  They shot any people who tried to escape the wooden palisade fortress and killed the entire village in retaliation for previous Pequot attacks.  The only Pequot survivors were warriors who had been with their sachem Sassacus in a raiding party outside the village.

Captain John Underhill: John Underhill (7 October 1597 – 21 July 1672) was an early English settler and soldier in the Massachusetts Bay Colony, the Province of New Hampshire, where he also served as governor; the New Haven Colony, New Netherland, and later the Province of New York, settling on Long Island.  Hired to train militia in New England, he is most noted for leading colonial militia in the Pequot War (1636-1637) and Kieft's War which the colonists mounted against two different groups of Native Americans.  He also published an account of the Pequot War.

Pequot War: The Pequot War was an armed conflict that took place between 1636 and 1638 in New England between the Pequot tribe and an alliance of the English colonists of the Massachusetts Bay, Plymouth, and Saybrook colonies and their Native American allies (the Narragansett and Mohegan tribes).  The war concluded with the decisive defeat of the Pequot.  At the end, about seven hundred Pequots had been killed or taken into captivity.  Hundreds of prisoners were sold into slavery to the West Indies; other survivors were dispersed as captives to the victorious tribes.

Battle of Naseby: The Battle of Naseby was a decisive engagement of the English Civil War, fought on 14 June 1645 between the main Royalist army of King Charles I and the Parliamentarian New Model Army, commanded by Sir Thomas Fairfax and Oliver Cromwell.  It was fought near the village of Naseby in Northamptonshire.  After a disappointing performance by the Parliamentarian army at the Second Battle of Newbury at the tail end of the 1644 campaign season that failed to inflict a decisive defeat on the Royalists, Oliver Cromwell worked to push the Self-denying Ordinance through Parliament, intent on re-forming Parliament's forces into a more effective, centralised force.  This political campaign was successful, forming the New Model Army.

Pequot Fort: Pequot Fort is the site of a former fortified village used by the Pequot tribe in present-day Groton, Connecticut during the 1637 Pequot War.  Captain John Mason led 90 colonists and 100 Mohegan Indians who slaughtered 400 to 700 men, women and children of the Pequot Indian Tribe at the site in the Mystic massacre.

Peace of Thorn (1411): The (First) Peace of Thorn was a peace treaty formally ending the Polish–Lithuanian–Teutonic War between allied Kingdom of Poland and Grand Duchy of Lithuania on one side, and the Teutonic Knights on the other.  It was signed on 1 February 1411 in Thorn (Toruń), one of the southernmost cities of the Monastic State of the Teutonic Knights.  In historiography, the treaty is often portrayed as a diplomatic failure of Poland–Lithuania as they failed to capitalize on the decisive defeat of the Knights in the Battle of Grunwald in June 1410.  The Knights returned Dobrzyń Land which they captured from Poland during the war and made only temporary territorial concessions in Samogitia, which returned to Lithuania only for the lifetimes of Polish King Władysław Jagiełło and Lithuanian Grand Duke Vytautas.  The Peace of Thorn was not stable.  It took two other brief wars, the Hunger War in 1414 and Gollub War in 1422, to sign the Treaty of Melno that solved the territorial disputes.  However, large war reparations were a significant financial burden on the Knights, causing internal unrest and economic decline.  The Teutonic Knights never recovered their former might.

Siege of Baghdad (1733): The Siege of Baghdad (1733) was a relatively short but intense siege of Ottoman-held Baghdad by the Persian army under Nader.  The outcome was determined not at Baghdad but ultimately far to the north near Samara where a large relief force commanded by the Topal Pasha inflicted a decisive defeat on Nader's Persian army (the only battlefield defeat of Nader's career).  The Persian besiegers were forced away with the loss of most of their equipment and saving a much exhausted garrison desperate for relief.

Soviet–Japanese border conflicts: The Soviet–Japanese border conflicts (also known as the Soviet-Japanese Border War) was a series of battles and skirmishes between the forces of the Union of Soviet Socialist Republics and the Empire of Japan, as well as their respective puppet states of Mongolia and Manchukuo.  Lasting from 1932 to 1939, most of the conflicts were small border skirmishes until May 1939, with the notable exception of the Battle of Lake Khasan.  The Border War was resolved in a series of engagements at Khalkin-Gol, where the Soviets inflicted a decisive defeat on the Japanese.  This resulted in the Soviet-Japanese Neutrality Pact.  It should not be confused with the conflict in August 1945 when the Soviet Union declared war in support of the other Allies of World War II and launched the Manchurian Strategic Offensive Operation.

Battle of Dornach: The Battle of Dornach was a battle fought on 22 July 1499 between the troops of Emperor Maximilian I and the Old Swiss Confederacy close to the Swiss village of Dornach.  The battle turned into a decisive defeat for Maximilian, and concluded the Swabian War between the Swiss and the Swabian League.

Supporting paragraphs: Connecticut Colony Pequot War
Answer: Connecticut Colony