For 10 days every October, Fantasy Fest in Key West turns the island into the wildest costume celebration in the country. If you've ever wondered what a full-tilt street festival looks like when a tropical town commits to it, this is your chance to find out. We wrote this guide from the inside. Milagro Restaurant & Bar sits at 821 Duval Street, in the middle of the parade route, which means Fantasy Fest happens on our doorstep every October. Here's what it is, when it happens