Demonstrators gathered at 4 p.m. at Pershing Square and marched to City Hall at 6 p.m. for the rally they call the "Million Hoodie March." Martin was wearing a hooded sweatshirt at the time of his death.
The demonstrators, some wearing hoodies, carried a small coffin symbolizing the killing of Martin and others.
This march is one of several held in Los Angeles since Martin's death. A similar rally was also held at the same location in downtown Los Angeles on March 26.
Martin, 17, was fatally shot Feb. 26 by George Zimmerman. A Florida special prosecutor on Monday said she would not take the case to a Florida grand jury, but would continue pursuing her investigation.
"I think that the legal process should happen that normally happens, that there should be an arrest, a full investigation done and justice before a jury," said protester Priscilla Clark of Los Angeles. "I think that's what's missing here, that there's been no justice."
Two prosecutors are working to determine whether there is sufficient evidence to bring charges against Zimmerman, the self-appointed neighborhood watch volunteer. Zimmerman's attorney called the special prosecutor's move courageous.
Martin was unarmed and had left his step mother's house to buy some candy that night, but he never made it home. The teen was shot dead just steps from that house.
Since then, protesters have been gathering across the country furious over what they call a lack of justice. Some say the shooting transcends the Martin case itself.
"It's not just this case, it's cases like this that happen all over the country," said demonstrators Billy Mancilla of Los Angeles. "This isn't the first time that something like this has happened. It's time this should be recognized everywhere."
In a statement, Zimmerman discussed the matter for the first time.
"I was involved in a life altering event which led me to become the subject of intense media coverage," the statement said. "As a result of the incident and subsequent media coverage, I have been forced to leave my home, my school, my employer, my family and ultimately, my life."