Sterling is a town in Windham County, Connecticut, United States. The population was 3,099 at the 2000 census. The town was incorporated in 1794 following approval of the CT Assembly, and was carved from northern part of the Town of Voluntown. Le Comte de Rochambeau, Jean Baptiste Donatien de Vimeur, marched through and camped in the town during the American Revolutionary War on his way from landing at Narragansett Bay to join George Washington's forces on the Hudson River in 1781. A cotton mill was first established in Sterling in 1800. Charles Dow, of Dow Jones fame, was born in this community. Sterling made world news on 12-09-09, when a Holstein cow was born on a local farm with a white cross on its forehead. A Wisconsin professor said that white markings on the head of Holstein cows are not unusual, though "the shape of a cross is unique". The cow was dubbed "Holy cow".