The mother, Zakieya Latrice Avery, 28, and Monifa Denise Sanford, 21, were arrested and charged in connection to the slayings.
The children, ages 1 and 2, were discovered Friday. Montgomery County Police said the women believed they were "performing an exorcism" on the children. Two siblings, ages 5 and 8, were also found at the residence with stab wounds. They are expected to be OK, authorities said.
"She thought the devil was in the kids, and that's sort of the thing she centered it around as to why she had to conduct an exorcism," said Capt. Marcus Jones, director of the police department's major crimes division. "She just thought that there were evil spirits within the kids."
Police said Sanford made similar statements during questioning.
The vigil brought stuffed animals, flowers, balloons and candles to the sidewalk outside the home on Saturday. An unidentified female relative was seen sobbing uncontrollably on the sidewalk in front of the house, according to ABC News affiliate WJLA-TV in Washington.
Neighbors said the family showed no signs of anything being wrong.
"My heart goes out to the children, my heart goes out to the family. My heart even goes out to the mother," neighbor Judith Clark said to WJLA-TV. "But we did not see it coming."
Avery and Sanford were charged with two counts of first-degree murder and two counts of attempted first-degree murder.
The two women had been living together in the house in recent months. The father of the children does not live in the area and is separated from Avery, Jones said. The women are believed to have met each other at a church, which he identified as Exousia Ministries in Germantown, according to Jones.
ABC News and the Associated Press contributed to this report.