I was Westbound on I-70, coming out of Ohio. I heard about it on the radio almost as it was happening, in fact I drove into the band of storms that caused the damage.
A look at some photos online this morning: This was something that almost had to happen sooner or later. The stage canopy was made of canvas or some similar tent-making material stretched over lattice beams, the structure itself having almost no structural integrity and cursed with the fact that it's a huge tent in high winds. They had speakers and stage lights suspended from this structure, and I have little doubt that a falling speaker may have been what did the killing.
A quickie note: The stage itself did not collapse. It's made of concrete and actually provided shelter to those underneath it when the canopy collapsed. It's the canopy, the supports for it and all those speakers and lights suspended from the canopy that collapsed. I learned this last night while listening to the non-stop coverage from the Indianapolis station I was listening to at the time.