Goblin market/fair is a market held in different places every time, catering for the non-humans. Nightingale likened it to a nazareth (police slang for some kind of illegal market) or a shebeen, and said it had been a tradition of a demi-monde activity in the fringes of the old horse fairs and markets.
While researching in the Folly's mundane library, Peter Grant found a reference to Goblin Fayres and hidden markets at St. Bartholomew's feast as early as 1534.
Peter and Lesley attended a market inside a Victorian terraced house on Villa Road, near Brixton. Another one was at Athlone Street in Kentish Town.