Discover Arts and Entertainment in Madison. From photo exhibits at the Madison Museum of Contemporary Art to a production of Monty Python's Spamalot at the Overture Center for the Arts we have something for everyone to enjoy. If summer is your favorite month because of all the great festivals and outdoor markets than we have you covered. The World's Largest Brat Fest is held in Madison and we have also have the world's largest producer only Farmer's Market.