According to this article in 27east.com:
The Fair will take place on Saturday, August 8, from 10 a.m. to 5 p.m., at the Corwith House on Montauk Highway. This year’s event celebrating Bridgehampton’s rich history will be bigger than ever and include a craft fair, a program on Long Island’s birds of prey by the Theodore Roosevelt Sanctuary and Audubon Center and a puppet show by Goat on a Boat Puppet Theatre. Long Island Folk artists will demonstrate their talents under a tent all day, and a vintage baseball doubleheader will pit Smithtown’s Atlantics against the Bridgeport, Connecticut, Orators. Blacksmithing by James DeMartis in the historic Strong Wheelwright Shop will complement a vintage tractor and farm engine display. A large model train exhibition will be run by the Gerry Manders in the society’s Engine Barn. Live music will be provided by Americana band Edna’s Kin under a huge tent. Admission is only $5 for adults, and children under 12 get in for free.
Here is a map of the Corwith House in Bridgehampton at 2368 Montauk Highway (although Google Maps says it’s actually Sag Harbor), with links for driving directions.