The four victims had been taken to hospital with non-life threatening injuries, NBC-affiliated local broadcaster KSHB said. The suspect had fled the scene, it said.
The incident took place at the SantaCaliGon Days Festival, which celebrates Independence’s role as the starting point for settlers’ wagon trains heading West in the 19th Century.
Police and festival official did not immediately respond to a request for comment.
The festival had been set to run over the Labor Day weekend, had closed on Friday night due to bad weather. It usually draws about 300,000 visitors every year.