San Genaro, New York City

This is an Italian Religious Festival, or a Feast that takes place for 11 days in the middle of September. The lower Manhattan Italian neighborhood of Little Italy hosts this fabulous traditional festival. Food, food and more food, plus arcade games, religious processions and church masses. It typically is extremely crowded, but it is an Incredible unique experience. Don't miss it!

Check out this website and the one below for more info.
http://www.sangennaro.org/index.htm

If you're in Little Italy at anytime of the year, ask around for a zeppole. It is an Italian pastry that is really delicious.
It is like a doughnut hole, but bigger and fluffier, light and airy, deep fried and dusted with powdered sugar. Simialr to a Beignet from New Orleans, but larger and heartier. This is an authentic Italian tip, not too many non Italians know about the zeppole. Enjoy it, you'll thank me for it!
Pronounced: Za-poll-ah

If you are not going to be in Little Italy in the near future,
then check out the website below for zeppole and other feast recipes:
http://www.bulin.com/stjoe/sjfeast.html
a http://www.italiansrus.com/recipes/zeppole.htm
or
http://www.bulin.com/stjoe/recipes.html