A friend told me about this one:
The Dallas Alumnae club of Chi Omega has a Christmas market, that is huge. It used to be at the Convention Center and last year moved to Fair Park
http://www.chiomegaxmas.org/
I suspect other alumnae clubs across the country have similar kinds of events. I'd love to compile a list. I was able to attend Christmas Village in Nashville a few years ago and it was an incredible event. I also had the opportunity to meet the woman who was the Alumnae Club President when the event began.