As night fell on Saturday police fired tear gas and clashed with opposition activists in Hong Kong's Kowloon district.
The protests against an extradition bill have become the most serious political crisis in Hong Kong since it was returned to China by the British 22 years ago.
Riot police charged onto the streets after 9 p.m, with hundreds of officers pushing back jeering crowds in Kowloon.
A small fire broke out on the steps of Tsim Sha Tsui Police Station as it was besieged by protesters.
In Wong Tai Sin, a residential area, protesters hurled umbrellas and other objects at police, who responded with pepper spray and then tear gas.
Throughout the evening in Kowloon, police confronted protesters who retreated and regrouped. Some were detained.
Protests against a proposed bill allowing people to be extradited to stand trial in mainland China have grown increasingly violent since June.
The police have been accused of using excessive force and failing to protect protesters from suspected gang attacks.
Protesters, many masked and wearing helmets and goggles, have adopted increasingly sophisticated tactics.
Organisers said 120,000 people joined the rally. Police said 42,000 people had joined the march at its peak.
Hong Kong has been allowed to retain extensive freedoms, such as an independent judiciary, but many residents fear a relentless march towards mainland control.
The protests also mark the greatest popular challenge to Chinese leader Xi Jinping since he took office in 2012.
This is an especially sensitive year for China's Communist Party leadership, which will mark the 70th anniversary of the founding of the People's Republic on Oct. 1.
Further anti-government protests were scheduled in Hong Kong for Sunday, with activists calling for a mass strike on Monday.