When I lived in Indiana and did shows in Illinois, I was able to file on a "temporary" basis after each show. But it may be different now, and other states may have different rules.
I doubt that you'll need an EIN to do an art or craft fair. EIN = Employer Identification Number ... this is a federal thing. TIN = Taxpayer Identification Number ... this is a federal thing too, and mostly is used in lieu of one's SSN. I've done art, craft, and antique shows for 40 years, but have never been asked for my SSN.