http://www.ncstatefair.org/2013/FAQ.htm) I see nothing that mentions weapons at all. Looking at the Wake County GIS, the property is owned by the State of NC (http://maps.raleighnc.gov/iMAPS/index.html) search for "1025 Blue Ridge Road".
However, looking at: § 14‑415.23.Statewide uniformity in the newly updated law per HB 937, I only see it mentioning CC and it looks like the Fairgrounds would be part of that uniformity. Please note that the regular online version of the statutes (at: http://www.ncleg.net/EnactedLegislat...14-415.23.html) has not been updated yet to reflect the changes in HB 937.
So, my take is that if they don't post it, you MIGHT be "ok" if you OC. BUT...that is only if they do not serve beer, and then you would be "ok" only as long as you have a CHP.
IANAL...so, please read, research, or call your attorney for a professional take on it.