I have been to this several times - great art and music and interesting people.

Playa del Fuego is Burning Man festival in Delaware - a celebration of
the spirit of radical self-expression, community, and participation. And
plenty of music and fire art! Playa del Fuego is the burning event of
the Mid-Atlantic Region. The Fall 2009 event will take place this
October Columbus Day weekend,(10/08-10/12) from Thursday 5 pm through
Monday noon. Tickets are $35 for 4 days (what a deal!) for camping. The
cut off for online tickets is Tuesday, Sept. 8th at 9pm. FYI Tickets often sell out with in 10 minutes of the posting time 9pm.

More info at
http://www.playadelfuego.org/