A young girl holds a sign at a protest against police violence in Boston, Massachusetts April 29, 2015. [Photo/Agencies]

"This is for everyone who died wrongly at the hands of police," said Noy Brown-Frisby, a 35-year-old hairstylist who attended Wednesday's march with her young daughter.

But she recognized that high crime in the city of 620,000 people complicates relations with the police.

"There is so much tension. The crime is so high that when there is interaction between police and the community it becomes volatile," she said.

In New York City's Union Square, helicopters hovered overhead as tensions rose between police and protesters who chanted "black man, no justice." Officials told protesters they could not get off the sidewalk, and arrested a few people who tried to march into the street.

Loud protesters also gathered in Times Square then moved north, blocking traffic on Seventh Avenue.

Many Baltimore citizens were hoping to find out the details of Gray's death on Friday when police have said they would conclude their investigation.

Gray had been arrested on April 12 after fleeing from police in a high-crime area and was carrying a switchblade knife. He died a week later.

But police said on Wednesday that information would be turned over to the state's attorney's office and could not be made public because prosecutors still have to decide whether to bring charges.

The US Department of Justice is conducting a separate probe into possible civil rights violations in Gray's death.