I think all the Whole Foods locations allow this as well. Just be careful when mixing a six pack from their selections as some of the inventory may be older than dirt. Check the bottle dates if they have them and if not...buyer beware. My wife bought some Southampton Keller Pils from a WF recently and that beer hasn't been released since LAST May!
There are two places I know of in the Fairfield County area
1) 99 Bottles in East Norwalk - can match any beers and a great selection.
2) Whole Foods in Darien - seems random but they have an entire wall of beer for making your own 6 pack and again, nice selection. I assume more expensive though.
Manchester Wine & Liquors - http://www.manchesterwineandliquors.com/ lets you mix your own. They have a dedicated section to do so, but I'm pretty sure they will let you take any single bottle out of any six pack. It just can't damage the container (in other words, be sealed like a 12-pack). Of course, I'd verify that first.
Their microbrew selection is excellent!