The march, happening on the first Saturday of the Sundance Film Festival, is expected to add to the already crowded streets along Park City's Main Street.
The two-time Oscar victor, 80, was asked his opinion on how filmmaking would be affected after the president-elect's inauguration on Friday, but insisted Sundance doesn't do politics.
"The idea is that presidents come and go".
"Presidents come and go", Redford told the crowd. Sundance, the premiere launching pad for American independent film, rarely wades into partisan politics per se. "If politics comes up in their stories, that's fine, but we do not take a position".
Cutting NEA and other federal arts funding, long targets of conservative lawmakers, would reduce the overall federal budget by such a minuscule amount, she said, that "it feels more like a statement about the arts".
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As Iraq forces make headway, more advisers have arrived from the US -led coalition assisting government troops. Patrick Martin, Iraq analyst at the Institute for the Study of War, said the worst may be yet to come.
The president-elect has vowed to slash government spending and his transition team has been working on a plan to cut $10.5 trillion out of the federal budget over 10 years, according to reports.
"We're going to stand behind our artists because this is what they do", Cooper said. "A movement will be created, and I think that will be very, very healthy". "The question is, with the amount of people and the growth that's going on, at some point there's going to be a clash".
"We stay away from politics and stay focused on the stories that are told by artists", Redford said during the Thursday afternoon conference at the Egyptian Theatre that included Sundance Institute Executive Director Keri Putnam and Sundance Film Festival Director John Cooper.
Filmmaker Sydney Freeland said, "My response to this current climate is to find films that ring true and have authenticity to them, to provide a counter-narrative".
She said had Democrat Hillary Clinton won the election, "maybe we would have gone complacent".