The guild has been on strike against the Alliance of Motion Picture and Television Producers since Nov. 5.
WGA scribes were joined by members of dozens of unions from the Los Angeles area, the guild's Web site said Tuesday.
Grammy-winning singer Alicia Keys, who contacted the WGA and asked to participate in the rally, performed the songs "Go Ahead" and "No One."
"I'm a writer. Without words, there are no songs. Without words, there are no stories. I'm here for your cause," Keys said, adding after her performance: "Stay strong! I'm supporting you! Let's walk!"
"Grey's Anatomy" star Sandra Oh had a simple message for the TV and film companies: "Share."
"One of the many things this strike has taught me is what solidarity means. What consumer power means. How difficult and important it is for all of us to stand together to fight for our livelihood," she added.
Jessica Simpson shares three-way kiss with friends in photo
Dennis Rodman pledges to end trips to North Korea