We have a few local farmer's markets, but to be honest they aren't very good. Farmers Markets work well where you have the climate to grow stuff and the farmers have the ability to profitably spend time farming. But up here in the North East, nothing grows too well and farmers honestly don't earn enough to make this type of thing worth while.
What we do have in Boston, however, is a good produce market. Stuff is obviously shipped in, but you can still find some good deals and pretty good quality stuff. But I wish we were able to run markets here like they do in Europe.
Perhaps we should start a list of good markets around the world. I will start by saying Boston's Haymarket, though not what it once was, is pretty good for your veggies up here.