I know of a large one in Pennsylvania. Celtic Fest or Celtic Classic is the biggest of its kind in North America. It is in Bethlehem, PA. It is a great gig. Many free live bands, The Celtic Highland Competitions (including the LOG toss) and plenty of food and beer.
They have a festival going on right now called The Bethlehem MusicFest. It is one of, if not the largest on the east coast. Free live music 10AM until 1AM ten days straight.
Hop on 78 west get off at the Bethlehem, PA exit.
http://www.celticfest.org/
http://www.musikfest.org
Also I know Waterloo Village in New Jersey has a Scandanavian Festival, Irish Festival and October Fests.
http://www.waterloovillage.org/special_events.shtml
