Dallas is definitely Baja Oklahoma at best.

I don't know the history, so I looked it up. If the State Fair website and wikipedia are to be believed, the short version of the story is that the State Fair of Texas is in Dallas because back in the late 1800s a group of Dallas businessmen conceived it, founded it, and funded it.
The longer version of the story is that it was originally in Houston for the same reason-- a group of local businessman founded it and funded it. But after a few years, they were losing money and it went into bankruptcy.
A few years after that is when the group of Dallas businessmen decided to start it up again in their own city, but after a few months they were divided on where to have it. One faction wanted to host it at its current location in East Dallas and purchased and developed what would later become Fair Park, while another faction wanted it to be more accessible to farmers and preferred a location just north of the city. So the first year, they both tried to host one, and unsurprisingly, neither one of them made money. The next year they merged, and agreed to the current location at Fair Park.
They ran it for a few years but still struggled to make money, so they sold the land and the Fair as a going concern to the state of Texas, who has operated it ever since.
Lots more details to be had if you care to, and it's a pretty fascinating history. Thanks for leading me down that rabbit hole.
https://bigtetwitter.com/about-us/history/https://en.wikipedia.org/wiki/State_Fair_of_Texas