Nikita Khrushchev, who grew up in Ukraine, made the Crimean Peninsula part of the Ukrainian Soviet Socialist Republic in 1954. The region, which covers 26,100 sq km, was until then a part of the Russian Soviet Socialist Republic.
"Crimea was stolen from Russia. Give it back, or Russians in Crimea will do it for you," urged Alexander Svistunov, a local parliament member and leader of the Russian Bloc party.
The organizers said some 500 people took part in the rally, one of the three held in Simferopol on Thursday, although police said no more than 300 people gathered in front of the government building.
Participants in another protest demanded that Ukraine's government observe the rights of Russian residents of the peninsula and appealed to the authorities in Moscow to allow people born in the Russian Soviet Socialist Republic to hold dual citizenship.
In the third protest, activists of the Progressive Socialist Party of Ukraine picketed the Ukrainian president's office in the Crimea demanding initiatives to establish a union between Russia, Ukraine and Belarus.
"We demand a union between Russia, Ukraine and Belarus - only then will the Russian population of Crimea reconcile itself with the illegal transfer of the peninsula," said Valery Ivanov, one of the organizers.
Crimea, which has a predominantly Russian-speaking population, has been the focus of frequent disputes between the Russian and Ukrainian leaderships, particularly over the Russian Black Sea Fleet's lease of the Soviet-era Sevastopol naval base.
Since the 1991 breakup of the Soviet Union, elements in Crimea have unsuccessfully sought independence from Ukraine. A 1994 referendum in the region supported demands for a broader autonomy and closer links with Russia.