Annual winter event is the Mill Road Winter Fair. If you do not know Cambridge very well, you should know this is the area where you will find many independent shops and ethnic restaurants. Also if you are in search of Asian ingredients, you will probably find what you need here.
Since Cambridge is such a big city it can be expected that it does not have the sense of community but there are little areas in Cambridge which began as their own villages but consumed by the growth of the city that still remain close knit.
This is a popular event as the streets are very busy. The restaurants have food stalls in front. I assure you will not be disappointed with the spread available. A lot of the local interest groups are out so you might find something that you are interested in. There are also many craft stalls so a great place to buy some Christmas gifts. There are choirs and dancing, it is a real celebration!
They have a parade which the mayor of Cambridge participates in. It is amazing to see how this community comes together to put this on. You often think that Cambridge lacks a sense of community like the villages have but this is proof that it even it exists here.
All the Best!
American to Britain