Here is some info on the Budapest Christmas markets
http://www.funzine.hu/2013-12-christma-markets-in-budapest/
I avoided the Budapest because I am trying not to sound like a broken record on the forum. My wife and I have traveled across a good portion of Europe and we have .......... Well it goes a little like this; About a dozen years ago we planned a trip to Vienna and Budapest. It was to be four days in Vienna and 2 in Budapest and then home. There weren't a lot of web resources on Budapest at the time and we didn't want to find ourselves spending too much time in some third world, behind the Iron Curtain, Communist hell hole so I figured 2 days would be enough. After all that left four days for glorious Vienna. After a couple of days in Vienna it became apparent that Vienna “wasn’t speaking to us” in the way we had hoped for. I guess it was the nasty Mozart ticket hackers on the street corners that pushed me over the edge. We checked out of our Vienna hotel a few days early and caught the first train south.
In those days the coaches were somewhat similar to the battered and dented old Mussolini specials we had “enjoyed” in Italy. Shortly after our departure the train came to a stop. We were being boarded by soldiers in black uniforms carrying machine guns!!! One of the soldiers, a very large, very serious middle aged gentleman, approached us and said something in the most bizarre language imaginable. My wife was like a deer in headlights. Finally it occurred to her; passports! Tickets! Hand it all to him and smile damn it! I chuckled, we did, he did, the train moved on. For the first time I thought that I might be responsible for my wife disappearing behind the Iron Curtain – never to be seen again!!! Okay, it was 2002 and there was no iron curtain, but tell that to the guy with the machine gun. Thanks to the E.U. the days of passport checks is long gone and the trains are remarkably modern, clean and efficient.
The train arrived in Budapest a couple of hours before sunset. The Kelti station was a dark, soot stained, musty relic of the cold war, and upon leaving the train and becoming aware of our surroundings we were stunned. My wife gave me the, “what the heck have you gotten us into” look and I could only smile. A quick 360 degree spin and the only exit path became evident. Pushing the door open and looking out it was a beautiful day. Beautiful until I felt tugging at my suitcase. Some big burley, Russian looking commie guy was trying to nab my suitcase! No he wasn’t, he was a cabbie. He wanted a fare and he was going to get it by kidnapping our luggage. I pulled back, another cab drove up on and over the curb and stopped; a young kid jumped out and ran to what we hoped was our rescue. He and the commie began arguing in that same mystifying language we heard the soldier with the machine gun using. How the heck could they understand each other, I thought. The struggle of the cabbies ended abruptly and they looked towards my wife and I for guidance. Easy, the kid was small and skinny, I could whoop him if need be, so I choose him to drive us.