The coast-to-coast activities saw about 3,000 demonstrators -- mostly Asian, Hispanic and Arab -- demonstrate in New York before marching over the landmark Brooklyn Bridge, as counterparts in California marched in Hollywood.
In all, protesters marched in 160 US cities.
"What we need is to win over peacefully those who are opposed. He have got to get a deal struck," said Danick Martinez, 30, a Honduran who has been living and working illegally in the country for almost a decade.
Organisers said they hoped to rally up to 130,000 people to push Congress to adopt comprehensive legislation to give a path toward US citizenship to the more than 11 million US residents who are living illegally in the shadows.
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"Here in New York, we have a special obligation," said mayoral candidate Bill de Blasio, a Democrat.
"We are the city of immigrants, and we are proud about it. We have to lead the way."
Officials estimate there are about half a million undocumented workers in New York alone. The overwhelming majority of the undocumented are Hispanic, most from neighbouring Mexico and many from Central and South America.
In Los Angeles, which has a massive Mexican-American population, Mexican-born Francisco Cabrera said: "we came to work; that is all we do."
"We are not a burden. We are just trying to help our families," stressed Cabrera, 52.
"Our problem is that we are poor. Republicans have to realise that we are going to benefit the country economically.