In a shrine or temple (Tokyo/Kyoto, Japan))
In Japan, and particularly in Tokyo, most flea markets are held in the grounds of temples and shrines. Such an uncommon location for a flea market (from a westerner point of view) make for an additional incentive to discover them. And since many of the marketplaces themselves are important cultural areas, it is a lot of fun to take a break from scouting out antique items and enjoy the architectural scenery.
The unique downside is that because most of the flea markets are outdoors, they are highly contingent on the weather conditions, and may be cancelled in bad weather. Also, for some reason the grounds of shrines are particularly cold in winter, so wrap up warm if you plan to visit then.
Some of the best known flea markets in Tokyo include the Togo Shrine, Nogi Shrine, Arai Yakushi Temple, Gokokuji Temple, Myohoji Temple, Kasai-jinja Shrine, Hanazono-jinja Shrine and Tomioka Hachimangu Shrine.
In Kyoto there are two main flea markets, which, like most of those in Tokyo, are held in the grounds of temples and shrines: The Kobo san (Toji Temple) and Tenjin-san (Kita-no-Tenmangu Shrine).