Firefighters are working to establish containment lines around the fire to keep it from spreading.
Rain is not expected in the area for nearly another week.
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Highways and major streets were closed to traffic Saturday as the flames spread.
Firefighters battle a wildfire in Westhampton Beach, New YorkSteve Pfost/Newsday RM via Getty Images
Two commercial structures burned, two minor injuries were reported and a military base was evacuated.
The cause of the fire is under investigation, officials said.
The Hamptons International Film Festival for more than three decades has also been an annual draw in the autumn.
