The unsanctioned Russian March had brought together several anti-immigration organizations.
"More than 200 people came out for the march and tried to move along Novy Arbat in central Moscow. Police detained the public order offenders, and took them to police stations, where the organizers are being identified," the spokesman told RIA Novosti.
The overall situation in the city is under control, and no serious clashes have occurred, he said.
City authorities had received applications for the Russian March from several organizations, including the People's Union, Russian Image, and the Movement against Illegal Immigration, and the similarly named, Russian Movement against Illegal Immigration.
The People's Union and Russian Image had been given the go-ahead, but the other groups were refused permission.
In St. Petersburg, the far-right group Slavic Union brought together 150 activists for a Russian March, and a rally at the Chernyshevsky Garden. A group leader stood on a children's climbing frame read out a statement on "freeing the Slavic people," and was greeted by supporters with Nazi-style salutes. Police detained one of the activists for vandalizing a public bench.
In Russia's Volga city, Nizhny Novgorod, the Movement Against Illegal Immigration organized a rally in the city center. Around 200 people attended, waving banners with the slogans: "We Own Russia," and "Nizhny Novgorod is a Russian City."
Russia has marked Unity Day each November 4 since 2005, following a 2004 law signed by then-president Vladimir Putin. The holiday commemorates the liberation of Moscow from Polish-Lithuanian occupiers in 1612.
Unity Day effectively replaces celebrations of the Bolshevik Revolution, which had been held on November 7. Celebrations were moved forward by three days to avoid associations with the revolution.
According to various surveys, most Russians are not aware of the historical meaning of Unity Day. However, the event has become popular with nationalist and far-right movements.
More than 70 people have been killed and some 300 injured in ethnically motivated violence in Russia so far this year, the deputy head of a think tank dealing with the problem said in late September.
Russian media reported late last year that teenage ultra-nationalist gangs may have been responsible for up to 50 race-hate murders in Moscow in 2007.