If I decided to go to a peace march I would not first run credit checks on everyone else who would attend. Likewise I would expect that some in the crowd with me were shoplifters, child molesters, and even Republicans (shudder). That's just because these folks make up a percentage of the population. They show up everywhere (especially those pesky Republicans -- must breed like rabbits).

To your point of evil groups organizing or financing, etc. I would not personally worry about it. If the protesters were actually paid to be there, then I might. Since the folks in these crowds are there because of their personal beliefs, then it is just Democracy at work.

When we can no longer publicly express our opinions for fear of some damn Republican making lists of our "associations", then we will have achieved for America what Stalin achieved for the USSR.