I suppose they aren't well known outside Europe, as they're a tradition of
Central Europe (we have them here because this part of Italy belonged to
Austrian Empire till WWI)
It's a street market, often made by wooden little housed, which opens at
the beginning of December and sells a lot of Christmas-related items:
decorations, little statues, lights, toys, candles and other artcrafts.
They also sell traditional food like honey biscuits, candies, hot spiced
wine and the ever present sausages (wursteln).
The markets are full of music and lights and they make a great look if
there's snow around.
Hope you'll be able to see one in the future.