I don't do the really expensive ones here (Minneapolis/St. Paul, Minnesota aka fly over country) but I know of them and I get invited to vend at them. One is 500.00 dollars for two days it seems to focus on vintage, "up cycled", and art, there is a gate fee for customers who want to shop early of 15 dollars (?), the woman who runs it flies in from LA to organize it once or twice a year. One artist I know does it and makes a grand a day, which is worth it for her I guess given the entrance cost (but not for me.)
The ones I do are farmers markets and church basements (I know most makers really think they should move away from church basement sales, but I love them, I like the ones I do at least, I make money at them and I like community, even if I not a part of it, I like that it exists.) They generally run about 35 dollars and 10 or 15 % of sales, one day from 8 or 9 AM until 7 PM.
The farmers markets here are generally in neighborhoods, so one for each neighborhood, the fees are paid twice yearly 500 a year, plus a fee for each day you vend of a oh 30. bucks or so, you also have to have insurance with a rider that includes that FM, and need to be good with your food lic. if you sell anything ANYTHING that one could possibly consume. So the costs go up fast.
The thing that slays me is the people who make the markets and shows into a money making scheme for them, but in fact don't have the social clout, media savvy or knowhow to do a market right. They think posting a couple of updates on FB will reel in the customers but what happens is the makers and venders bring in their own base. I've seen that the last few years too. There are several "organizers" who I just refuse to work with because they are just so bad at it.