THE ACFT COLLIDED WITH TREES AND THE GROUND DURING AN APPROACH TO LAND ON A FOGGY NIGHT AT AN ARPT WITH NO INSTRUMENT APPROACH FACILITIES OR CONTROL. THE 67 YEAR OLD PLT HAD CANCELED HIS IFR FLT PLAN AT 2110 EDT. THE ACCIDENT OCCURRED AT 2115 EDT. THE PLT AND 2 PASSENGERS WERE FATALLY INJURED. ONE PASSENGER ESCAPED WITH A BROKEN JAW, ELBOWS AND NOSE. HE WAS SEATED IN THE RIGHT REAR WITH SEAT BELT UNFASTENED AND REMEMBERS AWAKENING TO SEE THE RWY LIGHTS AT THE SAME LEVEL AS THE ACFT. HE STATED THAT HE THOUGHT THE ENGINE WAS RUNNING AND MAKING NO UNUSUAL NOISES. A FRIEND HAD TURNED THE ARPTLIGHTS ON AT ABOUT 2000 HRS EDT. A WITNESS SAID THERE WAS A LOW LEVEL GROUND FOG BELOW THE LEVEL OF THE STREETLIGHTS NEAR THE ARPT AT 2130 EDT. AT NEW HAVEN CT THE WEATHER WAS BELOW MINIMUMS. THE ACFT WAS APPROACHING RWY 17. THE HEADING OF ITS COLLISION PATH WAS 148 DEGREES. THE MAIN WRECKAGE CAME TO REST 900 FT FROM THE APPROACH END OF THE RWY AND 270 FTEAST OF THE EXTENDED CENTERLINE.