It all depends on who owns the property. If the Fair Board claims that they own the grounds (or lease it), that is now a legal gray area. As owners or lease holders, they have the ability to control activity on the property.
Since it's a state fair it may be different. It should be posted either way though. I was there last week and carried but I'm a LEO so it's a little different. I didn't notice any signs though but I wasn't necessarily looking.