Castle Connery was an entire castle supposedly inspired by old spy movies. The castle was filled to the brim with unbalanced monsters that would eviscerate any players attempting to fight their way through the castle. However, a Spy would be able to exploit their stealth abilities and sneak past the monsters, dealing instead with clever traps and dangerous mechanisms, making it a fight of the mind and skill. Ironically, Castle Connery was universally hated because Spies actually had to play as spies, which they didn't like one bit, and everyone else hated it because they were useless.
After a patch Castle Connery was "normalized" to be like other randomly spawning locations, now having less traps and monsters and being generally easier to defeat. A token effort was displayed at preserving the original spy-route through the Castle, but now the monsters are so weak that by the time a Spy makes it through the back way they'll have taken twice as long as it would have to simply beat their way past the monsters with brute force.
There are rumors that some sort of cheat codes and/or hacking can reinsert the original Castle Connery into the WorldGen algorithm, and some even say that there's an option for it on the game creation screen hidden in one of the submenus, but these are unconfirmed and of course refuted by GenCorp.