It depends on a lot of things including your state - county - city regulations. You should ask the event organizers what documentation you need if any. If the event is 'private' chances are you don't need anything, but it is best to ask.
It will depend on where you are at. You will probably need a sales tax id, insurance and there may be other requirements that also vary on the show, market etc. Check with your city and state for requirements as green soap said.