Some 57 people have been charged and 90 fines issued after more than 3000 protesters marched through Sydney's CBD on Saturday, demanding an end to the city's lockdown which is entering its fifth week.

A 33-year-old Surry Hills man and a 36-year-old man from Edensor Park faced court on Sunday after they allegedly struck a police horse during the protest.

The Edensor Park park man was also charged with assaulting a police officer.

More arrests are expected after a special strike force of detectives was set up to identify those who breached coronavirus restrictions to attend.

NSW Police said they have received 5000 tip-offs and identified more than 200 people who attended.

They are asking members of the public to upload any videos or photos of the protest to CrimeStoppers to track down more.

NSW Police Deputy Commissioner Mal Lanyon denied officers were taken by surprise by the protest, saying they had been preparing for the event for a fortnight.

"What took us by surprise and what disappoints me greatly is the level of violence that people were prepared to use, that was unprecedented," he said.

"That's not Sydney and that's not what we expect. This is not a time for the community to be in conflict with police."

Premier Gladys Berejiklian said she was disgusted and heartbroken by those who had shown "utter contempt for their fellow citizens".

"We know that events like that can cause those super-spreading events," she said on Sunday, as the state recorded 141 new COVID-19 cases and two deaths.

"Please know that all of the sacrifices we've made over the last three or four weeks in particular have resulted in us being able to stabilise the growth in cases.

"We don't want a setback, and yesterday could have been a setback."

NSW Police Minister David Elliott condemned the thousands of "very selfish boofheads" who marched.

Similar protests occurred in Adelaide and Melbourne, which are both in lockdown, and in Brisbane which is not.

Some 73 people were fined and six people were arrested in Victoria for attending the protest.

Seven organisers could be charged with incitement after they were warned by police on Friday not to attend.

"They will be getting a knock on the door from us, they will be receiving fines, and they will be charged with appropriate offences," Victoria Police Assistant Commissioner Luke Cornelius said.

He said police were in the process of reviewing hundreds of hours of footage from social media, CCTV and body-worn cameras and more fines would follow.

"Your faces are on the front page of our major newspapers. Your faces are on social media. Your faces are being published, wide and far," Mr Cornelius said.

"I would say that every Victorian who's outraged by this, if you know who those people are call CrimeStoppers and let us know who they are, and we will take action."

Their investigation will include the alleged assault of a mounted officer hurt by a flying bollard.

Premier Daniel Andrews described protesters as "selfish" but was reasonably confident it would not become a super-spreader event, given the state's 11 new cases had all been linked and were in isolation.

Australian Associated Press