The Desert Bazaar is a location in Dragon Quest IV. As a nomadic market, it can be found only in Chapter 2, when Alena, Borya and Kiryl pass through; after that, it apparently moves on to parts unknown. Though one merchant takes residency at the inn of Aubout du Monde as of Chapter 5-6.
In the NES Version, the soldier informing Alena to return to Zamoksva to help the Tsar will be present upon entry into town. In the remakes, he doesn't show up until the party has the Thief's Key.