@Background Pony #793F They still exist, but there aren't as many as there used to be, and the quality of some is questionable.
Someone on /mlpol/ made a list of the still-active brony conventions in North America earlier this year, and counted 9 (soon to be 8):
*Vanhoover Pony Expo (Vancouver, BC)
*HarmonyCon (Dallas, TX)
*SeaquestriaFest (Ocean City, MD)
*Whinny City Pony Con (Chicago, IL)
*TrotCon (Dayton, OH)
*Everfree Northwest (Seattle, WA)
*Ponyville Ciderfest (Milwaukee, WI)
*BABsCon (San Francisco, CA; closing next year)
*Mare Fair (Orlando, FL; just started last year)
I don't know how things are in Europe right now, but there's probably at least a couple that are still ongoing.