Comes from coal miners from West Virginia and Kentucky towns that were sick of the way they were being treated and converged on one town that required unions. They were called "rednecks" because most people participating in the march tied a red bandanna around their neck to signify their cause, much like wearing the pink ribbon and yellow bracelet for cancer.
I'm gonna walk with that redneck over there, he has the right idea. Down with the coal barons!!!