Crowds gathered in the St Louis suburb on Wednesday night despite a police order to leave by the end of the day. Tear gas was fired at angry protesters.
Eyewitnesses have said Michael Brown, 18, had his arms raised when he was shot dead by an officer on Saturday.
Police say there was a struggle and the officer suffered facial injuries.
Earlier on Wednesday, the St Louis County Police Department asked protesters to gather only in the daylight hours and to disperse “well before the evening hours” for safety reasons.
The plea came after three nights of tense, sometimes violent protests that resulted in dozens of arrests, looting and the burning of a shop.
Despite this appeal to stay away, and an earlier call for calm from President Barack Obama, the anger seemed as palpable as ever on the streets of Ferguson on Wednesday night.
Heavily armored vehicles blocked off streets and protesters linked arms defiantly as they were told through loudspeakers to leave the area or face arrest.
Molotov cocktails were thrown at lines of police and they launched smoke bombs and fired tear gas.
Two journalists were briefly detained by police earlier on Wednesday while working inside a McDonald’s restaurant.
One of them, Wesley Lowery of the Washington Post, later tweeted: “Apparently, in America, in 2014, police can manhandle you, take you into custody, put you in cell & then open the door like it didn’t happen.”
Civil rights activists and Michael Brown’s family and friends have called for an end to violent clashes with the police, while also demanding the Ferguson police department release the name of the officer who shot and killed the teen.
Police say the officer has not been named because his life would be in danger.
President Barack Obama has promised a full investigation by the US Department of Justice into Michael Brown’s death, and the FBI has launched its own inquiry.
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