You can never protect yourselves absolutely from a lawsuit or personal liability in our litigious society.  I am not aware of cases seeking civil liability for organizers who have not been personally involved in improper conduct. But one of the most effective defenses you could utilize could be the federal Volunteer Protection Act.  (See Ready Reference Page:  “Federal Law Protects Nonprofit Volunteers”)  The key to the defense is that you are providing volunteer services to a “nonprofit organization.” 

A nonprofit organization is defined as one recognized as a 501(c)(3) charity or “any not-for-profit organization which is organized and conducted for public benefit and operated primarily for charitable, civic, educational, religious, welfare or health purposes.”  Obviously you should personally act legally and ethically in all that you do for the effort, but as long as you are volunteering for a nonprofit entity, which need not necessarily be a corporation or recognized as a 501(c)(3), engaged in civic or educational activity, you have a defense against harm that is “not caused by willful or criminal misconduct, gross negligence, reckless misconduct, or a conscious, flagrant indifference to the rights or safety of the individual harmed.”

This isn’t an absolute defense, of course.  At least one court has held that the VPA does not protect against violation of federal laws. (See Nonprofit Issues, 4/16/13.) But the pre-requisite is to have some sort of nonprofit entity for which you are volunteering.  Be sure your national organizers organize an entity to sponsor the march. And if the entity can purchase insurance, that could help defend you against any claim.