Martha's Vineyard is in MA, you'd have to drive through CT, the tip of RI, then down to Cape Cod, MA to get the ferry to MV. The ferry will be subject to the weather and the water can be very choppy at that time of year. It will be very chilly and windy in MV, and only the locals will be there and a lot of stores are only open seasonally.
However, if you don't mind it being in the 50s during the day and 30s at night, it is lovely (I'm a native New Englander so I love the beach at any time of year!).
If you are looking at the steamship from NYC, I don't think it runs in late October, but double check.
__________________
|