3. ILLINOIS:19th Annual Christkindlmarket, Chicago One of the most timeless Christmas celebrations takes place within the quaint Main Market Square of Nuremberg, Germany. The Christmas Market is a lively and bustling village of stalls in which more than two million come to enjoy the holiday spirit. Thanks to Chicago's international communities, you can enjoy the unique villages of Christkindlmarket right in the Loop, now in its 20th season!