 Just off the highway in either direction are multi-million dollar homes. This parkway snakes through this valuable land, giving motorists options to get to these locales or to drive from them to New York City. The Merritt was one of the very first parkways built in the United States. It was actually envisioned as a drive through a park. It begins on the Connecticut-New York border at Greenwich, right where Westchester County's Hutchinson River Parkway ends.