Wouldn't a bunch of us like to know!!?? Many assumptions have been drawn but I suggest the book 'The Allen Memorial Descendants of Samuel Allen of Windsor, Connecticut. 1640 - 1907' by Orrin Peer Allen. Orrin along with the aide of Francis Olcott Allen (both respected genealogists and historians of their time) concluded they were never certain, but had an idea. Unfortunately they never shared their hunches or should I say suspicions. Francis Olcott Allen once said something to the effect...'I spent a great deal of time and money proving false much of what was thought to be true about Samuel. Both Orrin and Francis were descendants of Samuel themselves and wrote many other works. This book is available from the Higginson Book Company in Salem Massachusetts. They have a web page also. I do not think anyone has really pursued this since 1907. Many other sources show his ancestry in England but I suggest you be wary as chances are it is not correct, ...many assumptions. I live near Windsor, Connecticut (I have walked his land) and have only begun to dig. Once my college is over next year I will pursue further as I too am as curious. Please feel free to write and I am always happy to share what I have.