The massive turnout in Minneapolis despite a whipping, cold wind underscores how the shooting of 37-year-old Renee Good by an Immigration and Customs Enforcement officer has struck a chord, fuelling protests in major cities and some towns.
Minnesota's Democratic leaders and the administration of President Donald Trump, a Republican, have offered starkly different accounts of the incident.
Led by a team of Indigenous Mexican dancers, demonstrators in Minneapolis, which has a metropolitan population of 3.8 million, marched towards the residential street where Good was shot in her car.
The boisterous crowd, which the Minneapolis Police Department estimated in the tens of thousands, chanted Good's name and slogans such as "Abolish ICE" and "No justice, no peace — get ICE off our streets".
"I'm insanely angry, completely heartbroken and devastated, and then just like longing and hoping that things get better," Ellison Montgomery, a 30-year-old protester, told Reuters at the rally on Saturday, local time.
Minnesota officials have called the shooting unjustified, pointing to bystander video they say showed Good's vehicle turning away from the agent as he fired.
The Department of Homeland Security (DHS), which oversees ICE, has maintained the agent acted in self-defence because Good drove forward in the direction of the agent who then shot her, after another agent had approached the driver's side and told her to get out of the car.
Good was a volunteer in a community network that monitors and records ICE operations in Minneapolis.
The shooting on Wednesday, US time, came soon after some 2000 federal officers were dispatched to the Minneapolis-St Paul area in what DHS has called its largest operation ever, deepening a rift between the administration and Democratic leaders in the state.
Federal-state tensions escalated further on Thursday when a US Border Patrol agent in Portland, Oregon, shot and wounded a man and woman in their car after an attempted vehicle stop.
Using language similar to its description of the Minneapolis incident, DHS said the driver had tried to "weaponise" his vehicle and run over agents.
In Philadelphia, protesters chanted "ICE has got to go" and "No fascist USA", as they marched from City Hall to a rally outside a federal detention facility, according to the local ABC affiliate.
In Manhattan, several hundred people carried anti-ICE signs as they walked past an immigration court where agents have arrested migrants following their hearings.
"We demand justice for Renee, ICE out of our communities, and action from our elected leaders. Enough is enough," said Leah Greenberg, co-executive director of Indivisible.
Minneapolis Mayor Jacob Frey, a Democrat who has been critical of immigration agents and the shooting, told a press conference earlier on Saturday the demonstrations have remained mostly peaceful and that anyone damaging property or engaging in unlawful activity would be arrested by police.
"We will not counter Donald Trump's chaos with our own brand of chaos," Frey said. "He wants us to take the bait."
More than 200 law enforcement officers were deployed on Friday night to control protests that led to $US6000 ($A9000) in damage at the Depot Renaissance Hotel and failed attempts by some demonstrators to enter the Hilton Canopy Hotel, believed to house ICE agents, the City of Minneapolis said in a statement.
Police Chief Brian O'Hara said the gathering at the Hilton Canopy Hotel began as a "noise protest" but escalated as more than 1000 demonstrators converged on the site, leading to 29 arrests.