If you are looking for something fun to do this weekend, below are a few of my top 5 picks near Rochester, Minnesota. 5 Can't-Miss Events Happening Near Rochester, Minnesota This Weekend (July 31st to August 2nd)Jessica On The Radio - TSM Jessica On The Radio - TSMOlmsted County FairIt's one of Southeast Minnesota's favorite summer traditions. Consider this your invite to a full day of free events and a concert for the community. This bit of fun is open for one more weekend - August 1st and 2nd. This weekend, Sister Sledge is taking the stage...and a few of you have a chance to meet the band before they perform.