An estimated 1,000 people gathered in in downtown Manhattan, in New York City, on Wednesday demanding justice in the case that saw Gray die of spinal cord injuries sustained while in police custody, according to the WABC-TV channel. It was reported that Gray had been taken to a hospital in a coma within an hour of his arrest.
At least two police officers were injured in the New York confrontations, the TV channel said.
More solidarity marches were held in Washington, DC and Minneapolis on Wednesday night after violent Monday riots in Baltimore followed Gray's funeral.
A curfew is in place in Baltimore from 10p.m. until 5a.m. as city authorities and neighborhood leaders calm the population.
Police brutality and racial profiling have emerged into the spotlight in the United States after unarmed black teenager Michael Brown was fatally shot by a white police officer in August 2014 in Ferguson, Missouri, sparking weeks of unrest in the city.