Those presumed dead are the pilot, a former Microsoft executive from Seattle, his teenage son and two children in a home struck by the plane.
The bodies - two from the plane and two from one of the two houses it struck - were pulled from the site Friday shortly before midnight, said Anthony Moscato, deputy chief of the East Haven Fire Department. He said they are believed to be the only victims.
Two children, ages 1 and 13, have been missing since the plane crashed into their home.
The multi-engine, propeller-driven plane struck the two small homes near Tweed New Haven Airport just before noon Friday. The aircraft's left wing lodged in one house and its right wing in the other.
Authorities previously said as many as six people could have been killed. The victims were not immediately identified. Their remains were sent to the Connecticut medical examiner's office as the National Transportation Safety Board continued its investigation of crash.
A family member said the pilot was former Microsoft executive Bill Henningsgaard, who was taking his son, Maxwell, on a an East Coast tour of colleges.
The family learned it was Bill Henningsgaard's plane through the tail number, said his brother, Blair Henninsgaard, the city attorney in Astoria, Ore.
It wasn't his first crash. Four years ago, Henningsgaard crash-landed his plane on Washington's Columbia River, and he and his 84-year-old mother were rescued by a passing boat as the plane began to sink.
Henningsgaard was a member of Seattle-based Social Venture Partners, a foundation that helps build up communities. The foundation extended its condolences to his wife and two daughters.
"There are hundreds of people that have a story about Bill - when he went the extra mile, when he knew just the right thing to say, how he would never give up. He was truly all-in for this community, heart, mind and soul," the foundation wrote Friday in a post on its website.
The 10-seater plane, a Rockwell International Turbo Commander 690B, flew out of Teterboro Airport in New Jersey and crashed at 11:25 a.m., the Federal Aviation Administration said.
Tweed's airport manager, Lori Hoffman-Soares, said the pilot had been in communication with air traffic control and hadn't issued any distress calls.
"All we know is that it missed the approach and continued on," she said.
A neighbor, David Esposito, said he heard a loud noise and then a thump: "No engine noise, nothing."
"A woman was screaming her kids were in there," he said.
Esposito, a retired teacher, said he ran into the upstairs of the house, where the woman believed her children were, but he couldn't find them after frantically searching a crib and closets. He returned downstairs to search some more, but he dragged the woman out when the flames became too strong.
In April 2009, Henningsgaard was flying a small plane from Astoria to Seattle when the engine quit and he tried to glide back to the airport. As he wrote 10 days later on a blog post, the plane crashed into the Columbia River after a harrowing five-minute descent. He and his mother, a former Astoria mayor, climbed out on a wing and were rescued.
He spent 14 years at Microsoft in various marketing and sales positions, according to his biography on Social Venture Partners website. He was a longtime board member at Youth Eastside Services, a Bellevue, Wash.-based agency that provides counseling and substance-abuse treatment, and led the organization's $10.7 million fundraising campaign for its new headquarters, which opened in 2008.
A vigil for the victims of the crash is planned for Saturday night at Margaret Tucker Park.
Associated Press writers Steven DuBois in Portland, Ore., Gene Johnson in Seattle and Michael Melia in Hartford, Conn., contributed to this report.