I see ATF agents and CI’s at gun shows all the time. usually very easy to pick out. I had one ATF agent following me around since I was carrying an “exotic” weapon. After few trips around the venue I finally stopped hi and asked if I could help him. He got belligerent and flashed his badge. Funny stuff.
The guy was rather embarassed, and chuckled as he left.
But I have seen some at gun shows. A local deputy likes to play the game “Spot the FED!” at ours, and it tends to make the Fedgov types rather upset.