At least three people were arrested. Several businesses in Portland's downtown area were also vandalised by groups of people wearing black masks who were seen breaking storefront windows, throwing incendiary devices and attacking a police vehicle.
The violence prompted authorities to cancel the permit for the march and warn that anyone remaining on the streets risked being arrested. People were advised to stay away from the area.
"If you do not need to come to Downtown Portland, please stay away. #MayDayPDX is now considered a riot."
The rally had kicked off with speakers denouncing the recent crackdown by President Donald Trump's administration on undocumented immigrants and discussing workers' rights.
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But as the crowd marched in the downtown area, police said "anarchists" disrupted the march.
In a nod to a failed ad campaign by Pepsi featuring supermodel Kendall Jenner walking through a street protest and handing a can of Pepsi to a police officer, some Portland marchers threw cans of soda at police.
New York's initially peaceful demonstration of some 4,000 participants grew tense in the evening as protesters clashed with Trump supporters, some of them brandishing placards featuring the president's slogan "Make America great Again."
Black-clad anti-Trump supporters, their faces uncovered but carrying anarchist black flags, also entered the scene.
Several dozen police officers quickly arrived to separate the two groups and prevent violence. The protest began to disperse after sunset.
More than 100 groups joined the march in Los Angeles.
Los Angeles Mayor Eric Garcetti addressed the crowd at one point, vowing that the city would push back against Trump's policies and protect its large immigrant community.
"As long as I am mayor, the LAPD will never be a deportation force," he added. "They will be your police officers.