Daunte Wright, 20, was shot and killed by police in Brooklyn Center, Minnesota, during a traffic stop last week. Protesters also remembered 13-year-old Adam Toledo, who was shot and killed by a Chicago police officer.
"It has been an extremely rough week for us. We don't get to rest," said Fahren James, who organized the march.
In downtown Los Angeles, a group stood near a memorial of photos and flowers at City Hall in honor of Wright, Toledo and George Floyd.
Beverly Hills police preparing for potential protests following verdict in Derek Chauvin trial
"The system has failed them and it has failed us as well because we're all part of the United States.," said Adrina Ubeda while attending the candlelight vigil. "We're all in a community. As much as it hurts them, it hurts us out here."
Black Lives Matter and other groups have held numerous demonstrations demanding justice for Floyd and others killed during encounters with police.
"We're frustrated, we are tired, we are angry, and yet, we still come in peace. Every time, we come in peace," said James.
In Minneapolis, Minnesota, the trial of Derek Chauvin was nearing a conclusion Monday. The anonymous jury in Chauvin's trial will deliberate in a downtown courthouse surrounded by concrete barriers and razor wire, in a city heavily fortified by National Guard members and just days after a new round of unrest over the police killing of Wright in a nearby suburb. Some businesses boarded up their storefronts with plywood.
Chauvin, 45, is charged with second-degree murder, third-degree murder and second-degree manslaughter. All three charges require the jury to conclude that Chauvin's actions were a "substantial causal factor" in Floyd's death - and that his use of force was unreasonable.
To convict Chauvin of second-degree murder, prosecutors don't have to prove Chauvin intended to harm Floyd, only that he deliberately applied force, which resulted in harm.
If Chauvin is found guilty in the killing of Floyd, it could set a new precedent for policing, said Benjamin Crump, a civil rights attorney representing the families of Floyd and Wright.
"The outcome that we pray for and Derek Chauvin is for him to be held criminally liable for killing George Floyd, because we believe that could be a precedent," Crump told ABC's "This Week" co-anchor Martha Raddatz on Sunday. "Finally making America live up to its promise of liberty and justice for all. That means all of us -- Black people, Hispanic people, Native people -- all of us."
The Associated Press contributed to this report.