The U.S. government is investigating Moore after the filmmaker ferried several ailing 9/11 rescue workers to the U.S. naval base as part of his new movie, "Sicko."
Moore said he was trying to make the point that the base is the only place on U.S. soil to offer universal healthcare. He also argued that al-Qaida detainees are being treated better by the government than heroes who risked their lives at Ground Zero.
However, government officials contend that in doing so, Moore violated the long-standing U.S. embargo with Cuba.
"We have responded to the government saying that we did not break the law; that this was a work of journalism," Moore told reporters in New York. "They want us to name the names of the people we took there. I won't do that. And we've taken the necessary precautions to protect the negative of the film, so that it can't be confiscated and the next move is theirs."