Recently, intensity correlation measurements have been reported for the first time in the Terahertz range, where a time-domain version of a Hanbury Brown Twiss setup based on electro-optic sampling was employed. This technique proved its usefulness for fundamental studies of photon correlations of bunched (thermal) and Poissonian (coherent) light, but not only so. Also in practical applications, it has been employed to determine the temporal emission pattern of Terahertz Quantum Cascade Laser based Frequency Combs, which are very promising devices for future highly integrated spectrometers. The key parameter of this technique is its short temporal resolution. Up to date, the technique still does not provide the necessary sensitivity for exploring the yet vacuous regime of single photons in the terahertz. In this work we present our recent efforts for increasing the sensitivity of electro-optic sampling, by means of cryogenic cooling and novel organic materials for the Terahertz range. In particular, we present a novel device for collinear electro-optic detection, which features a high-aspect ratio antenna on a quartz substrate with a plasmonic gap filled by electro-optic molecules.