The protests were sparked by the killing of unarmed black teenager Michael Brown by police in August.
Weeks of protests and violence in the St Louis suburb of Ferguson followed Michael Brown’s shooting.
Tensions in St Louis are high after another black teenager was shot dead by a police officer on Wednesday.
Police in riot gear used pepper spray to try to dispel protesters angry at the shooting of Vonderrit D. Myers, 18.
Police said Vonderrit D. Myers shot at an officer, but the victim’s parents say he was unarmed and racially profiled.
Friday’s protest saw hundreds of demonstrators line up against police in riot gear outside the office of the St Louis prosecutor Robert McCulloch.
Demonstrators chanted slogans calling for Robert McCulloch to charge Darren Wilson, the officer who shot Michael Brown in August.
Protest organizers said the weekend of events was intended “to build momentum for a nationwide movement against police violence”.
“We are here to bring peace, to bring restoration, to lift our banners in the name of those who’ve been sacrificed,” said protest organizer Montague Simmons.
The events, which will include street protests as well as a music event and a day of “civil disobedience”, have been branded “Ferguson October”.
Organizers have urged people from across the US to attend.
A US justice department investigation into the shooting of Michael Brown is continuing.
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