Albert Barnes Commentary Judges 21:19

"And they said, Behold, there is a feast of Jehovah from year to year in Shiloh, which is on the north of Beth-el, on the east side of the highway that goeth up from Beth-el to Shechem, and on the south of Lebonah." — Judges 21:19 (ASV)

The Feast was probably the Passover, or one of the three great Jewish Feasts. In these unsettled times, men went up to Shiloh (Seilun) only once a year (1 Samuel 1:3) instead of three times; only the males kept the Feasts, and therefore the virgins of Shiloh would naturally be the only young women present, and the public festival would be a likely occasion for their festive dances. It is, however, possible that some particular feast unique to Shiloh is meant, like the yearly sacrifice of David’s family in Bethlehem (1 Samuel 20:29).