Sarlat has one of the best French markets people have ever been to. Extremely popular with both tourists and locals alike. The Saturday market is the biggest (and the busiest) where the Wednesday market is smaller and tends to be mainly local produce.
Montignac has a wonderful street market twice a week and nearby Rouffignac has a splendid Sunday morning market where you will generally see the local farmers exhibiting their freshly picked vegetables. Plump ducklings, fresh Foie Gras, unbelievable selections of cheese local to the Dordogne and don’t forget the walnuts which are very important to the region.
Night markets are a different thing altogether. It is an occasion where you go to eat and drink the local food provided for you by the local producers of the area. A wonderful social occasion with music. Take your own plate, cutlery and glasses, and go early to get a space. The one in Saint Leon sur Vezere is extremely popular and not too far to drive.