August, 1661: “This year the Fair, called St. James’s Fair, was kept the full appointed time, being a fortnight; but during that time many lewd and infamous persons were by his Majesty’s express command to the Lord Chamberlain, and his Lordship’s direction to Robert Nelson, Esq., committed to the House of Correction.”—Rugge’s Diurnal. St. James’s fair was held first in the open space near St. James’s Palace, and afterwards in St. James’s Market. It was prohibited by the Parliament in 1651, but revived at the Restoration. It was, however, finally suppressed before the close of the reign of Charles II.
This text comes from a footnote on a diary entry in the 1893 edition edited by Henry B. Wheatley.