When the devil set a claim to the fair lands at the north of Long Island Sound, his claim was disputed by the Indians, who prepared to fight for their homes should he attempt to serve his writ of ejectment. Parley resulted in nothing, so the bad one tried force, but he was routed in open fight and found it desirable to get away from the scene of action as soon as possible. He retreated across the Sound near the head of East River.
The tide was out, so he stepped from island to island, without trouble, and those reefs and islands are to this day the Devil’s Stepping-Stones. On reaching Throgg’s Neck he sat down in a despairing attitude and brooded on his defeat, until, roused to a frenzy at the thought of it, he resolved to renew the war on terms advantageous entirely to himself. In that day Connecticut was free from rocks, but Long Island was covered with them; so he gathered all he could lay his hands on and tossed them at the Indians that he could see across the Sound near Cold Spring until the supply had given out.
The red men who last inhabited Connecticut used to show white men where the missiles landed and where the devil struck his heel into the ground as he sprang from the shore in his haste to reach Long Island. At Cold Spring other footprints and one of his toes are shown. Establishing himself at Coram, he troubled the people of the country for many years, so that between the devil on the west and the Montauks on the east they were plagued indeed; for though their guard at Watch Hill, Rhode Island, and other places often apprised them of the coming of the Montauks, they never knew which way to look for the devil.
The Devil’s Stepping-Stones – US Folktales