The provincial governor of Bursa had declared the march illegal, and police had set up checkpoints on roads to Gemlik, a small port on the Marmara Sea across the water from the island prison where Öcalan is being held.
One convoy, of around 1,000 people, was stopped from leaving Diyarbakir, the main city in the mainly Kurdish southeast, on Saturday afternoon.
Öcalan, head of the PKK terrorist organization is incarcerated on Imrali Island south of Istanbul, and has held on-off talks with state officials seeking ways to end the conflict that began in the 1980s.
More than 40,000 people have been killed in the conflict, including three victims of a car bomb in Ankara last month carried out by a PKK splinter group.
Turkey's military has been mounting air and artillery strikes since August on PKK positions in the Qandil mountains of northern Iraq, in reaction to a string of terrorist attacks.