The box was labeled "Silver Salutes," and the fireworks are said to be similar to the M88s that were found among containers of gasoline and other materials left in the SUV meant to explode Saturday night.
Shahzad, a 30-year-old Pakistani-born U.S. citizen, has been charged in the failed bombing attempt. His neighbors in Bridgeport say federal agents arrived late Monday to his triple-decker with the name "F Shahzad" on the mailbox.
The road was blocked Tuesday as agents in white protective suits removed and examined items from the home, including the fireworks box, which was being marked as evidence.
"Our first mission was to ensure the safety of the public and law enforcement team," FBI New Haven's Kim Mertz said. "That is complete. The public is safe."
A trail of clues led investigators from Times Square to Connecticut, and it started right on the back of the SUV at the heart of the case. Police saw a dealership sticker on the vehicle, and early Sunday morning, officers woke up used car salesman Tom Manis, asking who bought it.
"We do know that the vehicle did come out of this dealership," Manis said. "It did have our dealer logo on it, on the tailgate."
The other trail was online. The Pathfinder was sold through Craig's List, and law enforcement sources say Shahzad bought it for $1,300. They say he paid for it with cash, all $100 bills.
But first, he test drove it in the lot of a Bridgeport shopping center. The dealer told investigators he thought Shahzad was Latino or Arabic-looking, in his 20s or 30s.
Shahzad became a U.S. citizen last year shortly before traveling to his native Pakistan, and he was not known to the U.S. intelligence community before this failed bombing attempt. Sources say there was no derogatory information about him in terrorism-related government databases.
Officials at the University of Bridgeport in Connecticut say Shahzad earned computer and business degrees there.
School officials say Shahzad graduated with a bachelor's degree in computer applications and information systems in 2000 and later returned to earn a master's of business administration in 2005.
University spokeswoman Leslie Geary says Shahzad was a transfer student from Southeastern University in Washington, D.C., which lost its accreditation last year.
She says the University of Bridgeport has notified federal homeland security officials and the FBI about Shahzad's attendance at the college.
Shahzad became a U.S. citizen in April 2009 and passed all the criminal and national security background checks required for citizenship.
Other law enforcement officials familiar with the inquiry say investigators plan to go through his citizenship application line by line to see if he lied about anything. He became a citizen in Hartford, Conn. and made his home most recently in Bridgeport.
He recently returned home after spending five months in Pakistan, and a video posted online early Sunday morning claimed responsibility on behalf of the Taliban in that country.
The website was registered one day before the attack, and federal officials say whoever posted the video lives in Connecticut and is also being sought.
Shahzad used to live in a two-story grayish-brown Colonial with a sloping yard in a working-class neighborhood in Shelton. On Tuesday morning, that home looked as if it had been unoccupied for a while, with grass growing in the driveway and bags of garbage lying about.
Brenda Thurman, 37, a neighbor, said he lived there with his wife and two small children until last year. Shahzad had told Thurman's husband that he worked on Wall Street, she said.
"He was a little bit strange," she said. "He didn't like to come out during the day."
Court records show that Shahzad defaulted on the $200,000 mortgage on the Shelton home and that the property was in foreclosure. Chase Home Finance LLC sued Shahzad in September.
The foreclosure records show Shahzad took out the mortgage on the property in 2004, and he co-owned the home with a woman named Huma Mian. The foreclosure case is pending in Milford Superior Court.