Yikes! We ran into that by accident yesterday... The terminal point of the march was right by the north-most exit from the High Line park at 34th Street that just opened yesterday, too, which I wanted to check out.
It was insane! And we had to walk a few blocks opposite the direction of the march to get home... I thought we'd get trampled before we found a cross street (41st Street) that wasn't so jam packed we could get off the main route.
Being short, I didn't get many good photos from it as most of them are of peoples' backs that I couldn't see over.