Dozens of others were injured.
Monday's rodeo has been called off and Fair Director Cindy Hoye tells WTHR-TV officials are considering moving concerts to other venues such as Conseco Fieldhouse, the Verizon Wireless Music Center and the lawn at White River State Park.
Janet Jackson is scheduled to play the fair on Wednesday. Train and Maroon 5 are Thursday's headliners and a Lady Antebellum show is scheduled for Friday.
Five people died and dozens were hurt when wind gusts between 60 and 70 mph toppled the stage where an estimated 12,000 people were waiting to see the band Sugarland on Saturday night.
Memorial for stage collapse victims
Indiana's lieutenant governor opened a memorial service Monday with a prayer expressing thanks for those who rushed to help immediately after high winds toppled stage rigging.
Lt. Gov. Becky Skillman told about 500 people gathered for the service at the fairgrounds' Free Stage that the people who rushed to help "set aside their personal concerns and moved toward the accident and not away" to help the injured Saturday.
She says that selfless spirit "is and will continue to be the silver lining in times of disaster."
Gov. Mitch Daniels and others sat in folding chairs on the stage lined with bouquets of sunflowers while many in the audience sobbed or hugged each other.
The Associated Press contributed to this report. All rights reserved.