Beyond the large 20th de Noviembre Market in Oaxaca, here are two other must visit food markets:
Sunday market in Tlacolula (8 AM to 5 PM)
A the large Sunday market in Tlacolula vendors sell everything from household appliances to second hand clothing, with a great selection of fruit and vegetables significantly cheaper than in Oaxaca. Most impressive however, is their bbq area. The bbq meat section has two different rooms, each the size of a small school gym full of numbered butchers. After carefully selecting your meat, head to the corresponding bbq to prepare it. Several other ladies come by frequently to offer you tortillas, peppers, and onions to grill with your meal. When everything is done, you escape from the noise and the smoke to bring your hot food to tables outside, where you can sit for free with the purchase of a fresh agua or refresco.
Tlacolula is 30 minutes outside of the city, easily reached by local bus (12 pesos) or collective (20 pesos)

Tostada at the El Pachote Market, Oaxaca City - Mexico
Organic Market, El Pachote (Open on Fridays and Saturday from 8 AM)
- This market frequented mostly by ex-pats and wealthier Oaxacans offers a small selection of organic produce, cheese and deli. It also has a delicious selection of prepared food - a nice change after a few weeks of typical mexican street food.
- Here you can find delicious green smoothies, and fresh aguas that are unsweetened (uncommon elsewhere), tostadas with herbed ricotta in addition to the traditional vegetable toppings, and one Korean- Italian couple own a store selling amazing baked breads and cookies (some of which are gluten-free), kim-bap, korean pancakes, etc. And two weeks in a row, I finished off my lunch with the best mamey nieve I have ever had.
- If you like some of the smaller farmer markets at home, or imagine Smorgasburg (in Brooklyn) without the hipsters (not sure if that is possible), you would love this!

Delicious baked good at El Pachote, Oaxaca CIty - Mexico