We're All Going to the World's Fair is a 2021 American coming-of-age psychological horror film written, directed, and edited by Jane Schoenbrun. The film stars Michael J. Rogers and Anna Cobb in her debut role. David Lowery served as an executive producer. The film follows Casey (Cobb), a teenage girl who takes the "World's Fair Challenge" and documents the mental and physical changes that it causes her.

The film had its world premiere at the Sundance Film Festival on January 31, 2021. It was released theatrically in the United States by Utopia on April 15, 2022, and began streaming on HBO Max on September 1, 2022. It received critical acclaim and has grossed over $100,000 at the box office.

The film is considered to be the first entry into what Schoenbrun refers to as their Screen Trilogy, and was followed by I Saw the TV Glow (2024).