Did the Valar helped the Rohan?
 

When they arrived to the Pelennor Fields, the sun started to rise. Maybe the Valar made that happen, so they can be protected from the Nazgul?

I think the answer Tolkien might have given you would go something like: "Middle-earth is our Earth and the sun rises in the morning just the same".

That aside, it's quite explicit in the books that following the Fall of Númenor the Valar ceased to take active involvement in the world. As for the movies: who knows.

Well, not entirely.

The issue at the Pelennor was not that the Earth had stopped its daily rotation - Sauron couldn't do that! - but rather that the huge overcast of smoke and fume that Sauron created from Mt Doom, the Great Darkness, was blown away by "a wind from the sea"- the same SW wind which also enabled Aragorn's fleet to hoist sail and reach the battle in time. The first hint of this was of course that sharp-sensed rooster which crowed as the Black King was entering the gates.

Tolkien was rarely explicit about any sort of supernatural intervention- at most he would make cryptic statements like "chance, if chance it be" or "chance, as it is called in Middle-earth." Yet it's not really disputed that Eru somehow manipulated Bilbo's finding of the Ring, and in his letters Tolkien straight up says that Eru's finger saved the day, and the world, at the Sammth Naur when Frodo failed.

But as to the Valar? Who knows what they can affect, even with Valinor removed from this reality (but still connected by the Straight Road)? A great wind from the sea which was absolutely exactly what the free peoples needed implies Manwe and Ulmo having something to do with it, and the northern gale that rushed the Great Eagles to the Black Gate and Orodruin- well, both wind and eagles have Manwe's fingerprints all over them.

(NB: whether the Valar can affect things or not, apparently it's believed in Gondor, since the Rangers appeal to them to turn aside the rampaging Mumak)

There are a couple clear signs of the Valar throwing a little nudge during the War of the Ring. I think the biggest area of help is Aragorn and the Grey Company's taking of the Black Ships. After they had taken the ships they received a goodly wind to speed them on their way (Manwe, lord of the air) and a mist surrounded them on the water (Ulmo, lord of the Sea). There were a couple more times I saw little hints at it but I can't recall them off the top of my head.
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Ulmo most likely has a hand in the water Sam finds in Mordor, too.