BIG HOLIDAY MARKETS, like Union Square’s, still draw crowds, but now smaller, ever-nicher ones are taking over gallery spaces and empty storefronts. For shoppers seeking Austrian jackets and Venetian friulanes, Holiday on Madison (804 Madison Ave.; through 12/20) carries items never before available in the U.S. Also uptown, Susan Alexandra (1088 Madison Ave.; through 12/23) offers martini menorahs and ceramic spoons by Janie Korn, and the Society of Illustrators’ Holiday Craft Fair (128 E. 63rd St.; 12/6) will return with marbled paper from Mount Cornwall Bindery. Not-a-Normal Holiday Show (100 W. 33rd St.; 12/5–7, 12/12–14) will set up in Manhattan Mall with over 300 vintage sellers, artists, and designers. Field + Supply (601 W. 26th St.; 12/6–7), a Hudson Valley fair, will open its first market in the city, and…