Winchester, one of Cheshire Countyís oldest towns, was granted in 1733 under the name Arlington and incorporated in 1753. It was named in honor of Sir Charles Paulet, Marquis of Winchester. Its church, founded in 1736, is the oldest religious body in Cheshire County.

The pioneers who came to the town as early as 1732 were attacked many times by Indians. Several settlers were taken captive and the town was burned in 1747.

Although it has been an agricultural town, many small industries have been established in Winchester. In the 1830s, Graves & Co. was the nationís first large manufacturer of musical instruments. The coming of the Ashuelot Railroad in 1850 fostered the growth of textile mills and woodenware factories, especially box manufacture and leather tanning.

There are recreational facilities at Forest Lake.