The question listed above (in the context of the complex numbers, but it is a reasonable question to ask in any dimension) was asked by a student in my complex analysis class, and I did not have an immediate answer. Closed subgroups of Euclidean space $({\mathbf R}^n, +)$ are of course just Lie subgroups (by Cartan's theorem), and thus split into the direct sum of a linear subspace and a discrete group by standard Lie algebra theory, and the connected closed subgroups are then nothing more than the linear subspaces; but if one just assumes connectedness but not closedness initially, I'm not sure how to get started since the group is now not obviously locally compact and most of the techniques I am aware of are not available.
Perhaps the problem is marginally simpler if one upgrades connectedness to path connectedness, but again I don't see how to proceed (except in one dimension, which is easy).
One could also pose the question in other Lie groups than Euclidean spaces, but I am expecting the Euclidean case to contain most of the essence of the difficulty.