Do they sell VitaCakes/VitaTops in your area? They're a low-calorie, high fiber option that would feel like a treat and would be so much better for you than, say, a deep-fried twinkie.
I would bring sugar snap peas (I know tastes differ but I enjoy them more than snow peas). I love how crunchy they are, and they're great plain or with something healthy to dip them in, like greek yogurt.
Maybe make some sandwiches on whole grain? I like to make mine with altering layers of thinly-sliced chicken lunch meat and baby spinach leaves, and maybe a slice of cheddar or mozzarella with mustard. Or you can make some yummy chicken salad made with greek yogurt for the dressing, and add celery, sliced grapes, etc. Would be great for a sandwich or with spinach in a whole grain wrap. Cucumber and cream cheese sandwiches are yummy too, and with the right cheese doesn't have to be laden with excess calories.
If you want a crunchy snack maybe you could pop some popcorn, season it yourself, and staple it in a paper bag? That would feel like a treat worthy of a state fair.
I'm a sucker for candied and caramel apples, so I'd probably bring sliced apples with natural peanut butter to dip them in. Maybe even a small amount of sugar-free chocolate chips mixed in with the peanut butter to make it feel more indulgent, or a little honey.
Do you like pickles? I see them on sticks at every fair, and bringing them yourself will ensure you know what you're getting, and that it won't be deep fried.
Whatever snacks you decide to bring, it's probably a good idea to portion them out in zip-loc baggies. You can grab something whenever and won't have to worry about overdoing it on any one item.
Good luck and have fun!