Was just browsing for my own interest, but I know people on the forum are often asking about these kind of events so thought I would post some info:
Free folklore evenings in the village on alternate Thursdays from June-September
https://www.myswitzerland.com/en-ch/experiences/events/folklore-evening-wengen/
There are also some similar events at Männlichen during the summer including a Mountain Spring Festival on 25 June, traditional national costume festival on 23 July and a big Alphorn musician gathering on 6 August. You can check their website or the Wengen tourism site for more info.