My favourite music festival is Sappy Fest. It's held in Sackville, New Brunswick, a small town of around 5000 people, Sackville.
http://noisey.vice.com/en_ca/blog/sappyfest-is-atlantic-cana...
In 2011 fresh off their grammy win for best album, Arcade Fire played as a surprise act to a 1000 person tent under the name of Shark Attack.