We do that here in Texas, too! We had a lot of German immigrants here in the 1800s and so several towns have both an Oktoberfest and Christmas markets.
What is funny is that they also have some of the German immigrant traditions - so we'll drink gluhwein, but also eat currywurst! I always buy a stollen and a Christmas ornament when I go. I love the little huts and the Krumpus "scaring" the kids.
One other thing they do in Texas - they will typically have a few people of Mexican heritage in the band. They are dressed in liederhosen just like the other band members but in addition to the traditional German hymns and American Christmas classics, the always play a few carols in Spanish. I love it!