He was giving a speech in New York City to announce the creation of his advocacy group, the Organization of Afro-American Unity (OAAU). According to Blackpast.org, he co-founded the OAAU with John Henrick Clarke and other Black nationalists soon after his split with the Nation of Islam. He drew inspiration from the Organization of African Unity (OAU) and its Pan-Africanist orientation against European colonialism.
The OAAU extended the OAU’s principles to Black descendants of slaves in the Western Hemisphere and sought to unite African Americans and Africans in the fight against White supremacy. The organization’s charter envisioned this collective action via five principles of unity: restoration of connections between Africans and the diaspora, reorientation of African-Americans’ identity from racist America to Africa, education against racist indoctrination, economic security within Black communities and self-defense against White supremacist violence. Malcolm elaborated on this last principle in his speech announcing the OAAU’s creation:
The purpose of our Organization of Afro-American Unity, which has the same aim and objective [as the OAU] to fight whoever gets in our way, to bring about the complete independence of people of African descent here in the Western Hemisphere and, first, in the United States. And bring about the freedom of these people by any means necessary.
Watch a clip from that speech below, and read the OAAU charter at Malcolm-X.org.