Well, maybe this won't be posted, as you don't post reviews about "violent criminal activity." But about a month before the bombing of the US embassy in Nairobi, in August 1998, the "Blue Market" was destroyed, violently, at night, by those wanted the craft sellers off the property. The famous Blue Stalls are no more. Go there today and you will see a parking lot.
Undaunted, some of the craftspeople retrieved what goods they could, and moved to stalls near the Sarit Centre in Westlands. When I left Nairobi last September, there were moves afoot to displace the occupants of those stalls as well. Ask around the hotels to find out where craftsellers now congregate. (i.e. near Boulevard Hotel, near Karen Shops, etc.)
One alternative is the Maasai Market, in its various locations, depending on the day. The Globe roundabout site, downtown, operates on Tuesdays. This is where you find the best bargains, the most crowded ambiance and the most aggressive vendors. Calmer markets with similar goods and slightly higher starting prices occur on Fridays at Village Market and Sundays at Yaya Centre.
Wherever you go for crafts, bargain hard and have fun!
This review is the subjective opinion of a TripAdvisor member and not of TripAdvisor LLC.