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I went to the Christkindlmarket in Denver today and was impressed! Handmade crafts, knit hats and gloves, a beer tent, authentic European food options, Glühwein, beer, roasted nuts, chocolate, cheese. Soft pretzels as big as the heads (and eyes) of the kids eating them. And Colorado honey from a local artisan.
I had pierogi with potatoes and cheese, served with sour cream. I'm going back another day for raclette. Or maybe crepes. The potato pancake vendor lets you pump your own sour cream and/or applesauce, according to your preference.
If you can't make it to Europe, it's a fun alternative. I went at 1pm on a Tuesday and it was pleasantly busy, not so crowded as it may be evenings and weekends. The tables in the beer tent were largely available to anyone (some by reservation only) ready for the evening's entertainment.
Everything but the overnight flight!
Disclaimer: I've only been to half a dozen Christmas Markets in Germany for comparison. And while aficionados might have complaints, the full spirit is there of a European Christmas Market.