We are not coming to the "one-year anniversary" of the Women's March. It will be the "first anniversary."
The word "anniversary" has its roots in the Latin word annus, or "miraculous year." That makes saying "one-year anniversary" redundant. We don't like redundancies. (You may recall the earlier warning about "redundant acronym syndrome.")
If you feel the need to remind the audience that the Women's March was one year ago, you can simply say it's the "first anniversary."