1st place to check.
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Music Media-Mix Market, or M3, is a bi-annual flea market for independent music makers to sell their goods.
Official website: http://reitaisai.com/
Official website: http://www.creation.gr.jp/
Vocaloid event where artists sell albums and other merchandise. Lately UTAU artists have participated as well.
Official website: http://ttc.ninja-web.net/vo-para/
Nico Nico Chokaigi is a yearly convention/festival hosted at Makuhari Messe, Chiba (near Tokyo). Generally there's multiple Vocaloid-related events as well, such as The Voc@loid M@ster.
Official website: http://www.chokaigi.jp/