Hosted in the iconic Grand Central train station, the Grand Central Holiday Fair is the only seasonal market in the city that's housed indoors. The artists here are often more established than at some of the other markets, so you can expect the quality to be top-notch. You'll also find New York associations like the Transit Museum selling their goods along the route. Just as with the other markets, there's a collection of goods, from jewelry to clothing to gourmet foods, though this market is particularly heavy in the jewelry department. The market is open until 6PM on Christmas Eve, and closed on Thanksgiving.