Hollywood is setting up shop in Utah ... because celebs are piling into a small ski town for a famous movie festival.

Sundance kicked off Friday and famous folks like Conan O'Brien and Rose Byrne made some of the first appearances.

"Wicked" star Cynthia Erivo made it to the snow-covered town too ... no word if she rode in on a broom.

John Lithgow and Olivia Coleman sat down for a conversation ... answering questions and talking movies.

It's not just film stars either ... Questlove is showing Sundance Film Festival some love.

Pretty cool to see all these famous folks in one place to celebrate movies, but the real action comes when they decide to strap in and ski or snowboard down the mountain.

Check out the gallery to see who all is getting involved this year ... the gang's all here!!!