Kev, I scanned NTSB reports for MA for a few years before the JFK Jr
crash looking for multiple deaths in a part 91 or 135 flight going into
the water around the Vineyard meeting your description, and came up
dry. When I have a few minutes I'll check for Rhode Island accidents.
Any additional clues would be helpful.

Boys and girls, do practice unusual attitude recovery under the hood
with a safety pilot. 30 degree pitch and 60 degree bank limits make it
interesting, and sometimes cover the HSI too. It'll make being the
subject of a NTSB, like the one MX posted which describes the JFK Jr
accident, less likely.