I passed through Madrid on the way home from Morocco last week, and was lucky to catch a Christmas market in the city's Plaza Major. While markets aren't as widespread here in the U.S. as they are abroad, there are some major cities keeping the tradition alive.
I love holiday markets - there's something about drawing people out of their cozy homes on cold nights to celebrate that warms my heart. The mulled wine, handmade ornaments, and gingerbread - all of it feels both special and comfortingly traditional.
Boston: Downtown Boston Holiday Market
Chicago: Christkindlmarket
Philadelphia: The Christmas Village
New York: Union Square & Columbus Circle Holiday Markets
Washington, DC: Downtown Holiday Market
Have you hit up any outdoor markets this holiday season? Is there one in your city?
(Image: Dabney Frake)

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Is there still a market at Bryant Park in Manhattan? Part of the fun there was an ice rink.
The Brayant Park Christams market is lovely. The booths are glassy and allow you to see the backdrop of the skating rink from pretty far away. There's also always a holiday fair at Grand Central and this weekend their are a bunch of Christamas craft fairs in places like Williamsburgh and Gowanus.
I went to the market in Boston last year and was very disappointed - it was tiny, and not outside. It was in one small marquee-style tent that was overheated and crowded. No fresh air, no entertainment, no food or mulled cider ... I won't bother going this year. Just have to wait until I can afford to fulfill my dream of going to Stockholm for the markets some day!
New York has the best Christmas markets outside of Europe!
There's one in Vancouver BC. I haven't gone yet this year (mobility issues) but last year's was great. The food was excellent but pricey. There's a lot of really expensive stuff but also several things under $10 in the fancy decorations area. Some vendors have come from Europe, some are local. There's singing and a lot of holiday cheer. You can wander around with your mug of hot gluehwein or cider. Unfortunately it rains a lot here but if you let that stop you you won't be doing very much anyway.
http://vancouverchristmasmarket.com/index.php
Pittsburgh started one this year too. :)
Tucson has its annual 4th Avenue Winter Street Fair, but it's usually in the 70's instead of cold.
I love ours in Chicago, it's huge, festive and has the best potato pancakes.
Denver has a Christkindl market this year again. It is small, but growing every year. This year if feels quite festive! http://www.denverchristkindlmarket.com/
Spiral, Stockholm is lovely but I wouldn't go just for the Christmas market. We did that one year and were disappointed compared to the markets in Germany. Nuremberg is the most famous but Munich is great and easier to get to!
Toronto's Distillery District has a Christmas Market. Haven't been yet (going next week).
Prague. Magical.
I prefer Cologne's Christmas Market......there are a bunch of other cities in the area with nice markets as well.
The biggest bummer with American markets is that you can't stroll the streets while drinking hot mulled wine.
Oh - and the grilled Bratwurst is better in Germany :-)
Prague is my favorite and Vienna was a close second. American holiday markets are pathetic compared to the real deal.
As @HHRI mentioned, the hot wine and grilled meats are a must!
Chicago's was great - just went on Sunday :)
Went to the Vancouver one a couple weeks ago. Mulled wine, sauerkraut, yum.
Washington, D.C. has one: www.downtownholidaymarket.com
Kitchener, Ontario
Chicago's Christkindlmarket is wonderful. I'm lucky enough to work near there and go at least once a week when it's open.