I just heard about the Oconomowoc Winter Farmer’s Market, held on the second Sunday of the month:
Nov. 14; Dec. 12; Jan. 9; Feb 13; & March 13 10am to 2 pm
And there’s also the Milwaukee County Winter Farmer’s Market, held on Saturdays:
Nov 6 through April 30 (no market on Nov 27) 8 – Noon
I went to the Milwaukee one last winter and it was very nice… apples, breads, cheeses, organic milk and more.