Here in Michigan you would need to check with the people doing the event. They may get a permit from the DNR that covers everyone in the event. They always did so up in Big Bay and in Naubinway. Otherwise you would need to have current registration on your sled and buy a Michigan trail pass, or get the Michigan Historic registration, which non residents can buy, or just take your chances on getting caught. A lot of people just enjoy the ride and don't worry about it.
I have wanted to attend events in Wisconsin and they tell me I need a Wisconsin non resident trail pass and I am reluctant to buy it just for one day.