It's not exactly a state fair, but in June Red Bank, NJ has a 3 day Food and Jazz Festival. It has continuous Jazz & Blues at 3 different stages. The best part is the food. There are over 2 dozen local shops and restaurants that sserve up some of their specialty items. Grilled portabella subs, blackened ahi tuna sandwiches, sushi and sashimi, jambalaya, pulled pork sandwiches from roasted whole hog (With a different name every year...) soft shell crab sandwiches. Of course there are still places hawking slices of pizza and butterfly fried grease blobs but nothing's perfect...