The film’s cinematographer Halyna Hutchins, 42, was killed and director Joel Souza, 48, was wounded after Baldwin discharged a prop firearm on set in Sant Fe, New Mexico.
His wife was at his side as Baldwin talked to paparazzi, who the couple said had been following them and their children in Manchester, Vermont.
“I drove around for an entire day trying to find a place,” Hilaria Baldwin told the Post about how they settled on the ski town of Manchester after leaving their Greenwich Village home.
The actor appeared distraught in photos taken of him after the shooting.
He spoke to those assembled on Saturday about Hutchins, but said he had been told by authorities he could not discuss details of the incident as there is an active investigation going on.
“She was my friend,” Baldwin told the paparazzi about Hutchins. “The day I arrived in Santa Fe to start shooting I took her to dinner with Joel the director.”
In her interview, his wife said “You look at what happens to soldiers and police officers when something like this happens, it’s traumatic. We just came up here for quiet.”
“He needs space for me to take care of him and his mental health,” she said. “It’s an awful thing that happened. Alec feels awful.”
“Parenting through this has been an intense experience, to say the least.” the caption on a series of photos read. “Today, we rallied to give them a holiday. Last min costumes…a little hodge-podge…but they were so happy and that warmed my mama heart.”
The Baldwins share six children together.
CNN has reached out to reps for the couple for additional comment.