[vba] Check if ADODB connection is open

ADO Recordset has .State property, you can check if its value is adStateClosed or adStateOpen

If Not (rs Is Nothing) Then
  If (rs.State And adStateOpen) = adStateOpen Then rs.Close
  Set rs = Nothing
End If

MSDN about State property

Edit; The reason not to check .State against 1 or 0 is because even if it works 99.99% of the time, it is still possible to have other flags set which will cause the If statement fail the adStateOpen check.

Edit2:

For Late binding without the ActiveX Data Objects referenced, you have few options. Use the value of adStateOpen constant from ObjectStateEnum

If Not (rs Is Nothing) Then
  If (rs.State And 1) = 1 Then rs.Close
  Set rs = Nothing
End If

Or you can define the constant yourself to make your code more readable (defining them all for a good example.)

Const adStateClosed As Long = 0 'Indicates that the object is closed.
Const adStateOpen As Long = 1 'Indicates that the object is open.
Const adStateConnecting As Long = 2 'Indicates that the object is connecting.
Const adStateExecuting As Long = 4 'Indicates that the object is executing a command.
Const adStateFetching As Long = 8 'Indicates that the rows of the object are being retrieved.    

[...]

If Not (rs Is Nothing) Then

    ' ex. If (0001 And 0001) = 0001 (only open flag) -> true
    ' ex. If (1001 And 0001) = 0001 (open and retrieve) -> true
    '    This second example means it is open, but its value is not 1
    '    and If rs.State = 1 -> false, even though it is open
    If (rs.State And adStateOpen) = adStateOpen Then 
        rs.Close
    End If

    Set rs = Nothing
End If