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Round Swamp Farm Market
An adorable, and not so tiny family-run market, this is a great spot to stock up on local fresh fish, baked goods, deli items and crops from the 20-acre farm owned by the same family. Gwyneth warns, "don't miss their delicious prepared food and home-baked pies." One more thing: their lobster salad is so good you'll want to buy it by the pound. Round Swamp Farm Market 184 Three Mile Harbor Rd, East Hampton
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