Two Bangladesh Nationalist Party activists, in their 20s, were killed during clashes in northwestern Natore district. In Kansat town, another protester died of his wounds after clashes with police and border guards, police said.
The fourth death was reported from northwestern Rajshahi where police fired live rounds at hundreds of protesters who attacked them.
According to reports, at least 200 people were injured in violence in different parts of the country while police arrested some 600 activists of the BNP and its crucial ally fundamentalist Jamaat-e-Islami.
The opposition had planned nationwide rallies today to mark the first anniversary of what they describe as "Democracy Killing Day". The election last year led to re-election of Prime Minister Sheikh Hasina.
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The arch-rivals -- Hasina and Zia -- ruled Bangladesh for most of the last 30 years.
Dozens of Zia supporters today tried to break the siege of her office, but were prevented by police who lobbed pepper spray at them. Several people reported injured in the incident.
"The non-stop blockade will continue across the country until the next announcement," Zia told reporters.
Zia later cautioned police about the "consequences" of not letting her go out of the office and said even their own family members would not appreciate their behaviour.
Attired in a cream coloured sari, Zia got into the car and waited for the gates to be opened but police did not respond to her instruction.
"This government has not only confined me, they turned the entire country into a jail...The movement against the illegal government will continue," the two-time former premier said.
Meanwhile, authorities overnight called out paramilitary Border Guard Bangladesh (BGB) troops after BNP vowed to stage nationwide protests.