A Fall Festival Not to Miss: Check out the Jambalaya Jam! Good Eats, Good Music and Good Family Fun! The annual Jambalaya Jam in Baton Rouge, Louisiana is a must for fall festival fanatics. Guests at this incredible down town street party are invited to dance in the streets to live music and sample some of Louisiana’s best jambalaya from over 40 competing teams. These folks are as serious about their jambalaya as LSU fans are about their football.