But it's a little different if you're a billionaire — some of Silicon Valley's biggest names have attended. In 2014, a Bay Area venture capitalist created a festival within Black Rock City that featured air-conditioned tents, showers, WiFi, and attendants — for $16,500 a week...thank goodness everything is free.

An aerial view of Burning Man 2015 "Carnival of Mirrors" arts and music festival in the Black Rock Desert of Nevada, September 2, 2015. By midweek the temporary city has taken form and is being filled in as more participants continue to arrive. REUTERS/Jim Urquhart
Source: Bloomberg