Everyone loves a picnic. We'll take any opportunity to enjoy a beautiful evening under the stars with food and friends. It's why we love July 4th fireworks. And why Monday Night Drumming at Sagg Main has exploded. 
Picnic opportunities abound here. These weekly events all run through August:

Films on the Haywall
The Silas Marder Gallery at Marder's hosts a Friday night classic film series, projected onto a large wall of hay.  Bring your beach blanket and chair along with a picnic. The lawn opens at 7:00pm; films begin at 9:00pm.  This Friday, August 8th, it's Maltese Falcon and the 15th, Coppola's The Conversation. Free. 

Twilight Thursdays at Wölffer
Enjoy live music and a glass of wine on the spectacular winery patio surrounded by vineyards. 5:00-7:30pm. Wölffer wines are sold by the glass. It's free otherwise. While it's not a picnic event, beyond the patio is a swath of lawn and we've seen families enjoying the music on blankets.

Sag Harbor Thursday Summer Concert Series
The Chamber of Commerce holds a free Thursday evening concert series in Marine Park.  Concerts start at 7:30pm. Another picnic event. We're looking forward to Vivian & the Merrymakers on August 28th.

Outdoors at CMEE: Picnic & Performance
Children's Museum of the East End (CMEE) performance series in the outdoor amphitheater brings an international roster of kids music, dance and puppetry to Bridgehampton.  Bring a picnic at 6:00pm, performances start at 6:30pm.  August 13th: Indonesian Puppetry. August 20th: Moey's Music Party. $15/members, $17 non-members, $20/at the door.

And two great annual events:

Dan's Papers Kite Fly/August 17, 2008
Catch the annual Kite Fly at Sagg Main Beach on Sunday, August 17th at 5:00pm. The quintessential family event.  Be sure to bring a picnic and a kite.  Dan awards prizes to the best kites.

East Hampton Fire Department Fourth of July Fireworks/August 30, 2008
The annual fireworks at Main Beach in EH were postponed this year due to nesting piping plovers.  It's scheduled for Saturday, August 30th, with a Sunday, August 31st raindate.  Per U.S. Fish & Wildlife, the fireworks will be rescheduled if plovers remain nesting on those dates.

Ed. Note 8/7/08  — Friends have reminded us of three more free outdoor series in August:
Sag Harbor Community Band at the American Legion
Head over to Bay Street in Sag Harbor Tuesday evenings 8:00-9:00pm.  Bring beach chairs.

Amagansett Square Fridays
Fridays at 5:30. Goat on a Boat puppet shows and music for families on the green presented by Meeting House restaurant.

Agawam Park Summer Concert Series
The Southampton Cultural Center presents concerts in Agawam Park on Wednesdays from 6:30-8:30pm.