Hi, I work in Connecticut but my residence is in MA. I do go every week to CT with train and I sleep in an hotel. I do not get reimbursement for these expenses and I was wondering if I can deduct them in my tax report.

That is NOT commuting. Commuting is daily travel to and from work, and those expenses are NEVER deductible, no matter how far you travel.

Is the job in Connecticut temporary in nature? If so, then the costs could be deductible.

I have a on year appointment at Yale, I am not sure if this can be called temporary or not.
Last year I was working there for 3 months and for the previous 9 months I was working in
New Hampshire and I was doing the same (going there for two days per week).

Do you think that all this travel costs are deductible?

Thanks

Anything a year or less is considered by the IRS to be temporary.