The death toll from the collapse at the fairgrounds in Indianapolis, which occurred as a crowd of about 12,000 waited for a performance by the country band Sugarland, could go higher, police said.
"I want to be very frank that there could be other deaths," state police Sgt. Dave Bursten at a 1:45 a.m. briefing.
The Indianapolis Star reported the fair would be closed Sunday and then is expected to resume Monday with a memorial service honoring the victims.
"It was like it was in slow motion, you couldn't believe it was actually happening," concert-goer Amy Weathers of Centerville told the Star.
WANE-TV employee Kirby Ehler, who was at the fair to see Sugarland perform, said the wind grabbed the stage and its roof "like a sail and then it crashed forward into the people standing in the front."
"There were people trapped underneath and everyone was running and screaming," Ehler said. "They were asking any medics or nurses not to leave."
An emergency center was set up at the fairgrounds to treat victims, firefighters said.
The opening act, Sara Bareilles, had finished her set and the crowd was being directed to evacuate when the storm struck.
Sugarland later posted a message via Twitter: "We are all right. We are praying for our fans, and the people of Indianapolis. We hope you'll join us. They need your strength."