Sample sales are generally one- or two-day events that designers offer to get rid of production samples. They are not heavily advertised, so you have to be on a mailing list, hunt for them online, or run across a sign on a sidewalk. They are usually held in the designer's office, so I was a little intimidated going to my first one here in NYC.
The first one was for fine Italian linens. It was held on the 2nd floor of a large warehouse-like building. Six-foot tables were laid out end to end and cardboard signs were set up yard-sale like explaining the items and their highly discounted prices. This particular one was cash only for purchases under $250 which would buy you a nice queen bed sheet set worth $1,000 retail.
Another was on the 17th floor of an office building where a doorman was keeping an eye on the building's foot traffic. It was for Elle MacPherson intimates, and they had two small rooms full of merchandise for very good prices. At a third sale, I peeked into their very plush office and was told the date had been changed.
It was fun looking for these sales and going into some of the offices of the fashion district, but I was all over the city and my dogs are barking.