Rally to Restore Sanity and/or Fear
Originally, Stephen Colbert was going to have a satirical counter-rally, called the March to Keep Fear Alive, in the same place at the same time. Later on it was "revealed" that Stephen hadn't gotten a permit, so he and Jon merged their rallies into one and titled it the Rally to Restore Sanity and/or Fear.
The rally drew a large crowd and had a number of guest speakers and performers, among them The Roots, John Legend, Adam Savage, Jamie Hyneman, Don Novello, Ozzy Osbourne, Cat Stevens Yusuf Islam, the O'Jays, Kid Rock, and Sheryl Crow.
The overall theme was of rational concern (sanity) vs. crazed panic (fear), with Jon Stewart representing the sanity side and Stephen Colbert acting as the fear side. Throughout the rally, Colbert nagged Stewart about fears and threats, but was "defeated" by the chanting crowd, whereupon Stewart gave a speech about the importance of not letting fear and panic take control.