We have these markets in all towns and cities all over Germany. Small ones are sometimes only one weekend, but in the bigger cities they normally last the complete month of December.
The atmosphere gets even better, when it gets dark and all the lights go on.
If you are lucky it even starts snowing....
And everywhere there is the smell of "Glühwein" - a hot red wine seasoned with cinnamon and other spices. Best drink when it is really cold outside.