Here is a great article about some Christmas markets in various parts of Europe.
http://www.europealacarte.co.uk/blog/2011/11/02/christmas-markets-europe/
The picture is of the Christmas market in Strasbourg, not one mentioned in the article but a very famous one in France. Of course, Strasbourg has at different times been part of both France and Germany and I think it is this cultural diversity that makes it unique.