Chanting crowds filled one mall in Ferguson, while other demonstrators laid on the floor at a shopping Centre in Seattle.
In San Francisco, hundreds of protesters marched through the downtown area, which was packed with 'Black Friday' shoppers.
Earlier Friday, another group of protesters chained themselves to trains in Oakland and temporarily interrupted the Bay Area Rapid Transit service from Oakland to San Francisco.
Police made arrests as small groups of demonstrators took to the streets west of downtown Los Angeles and in Beverly Hills.
Several dozen protesters were cornered on a sidewalk in LA by a vastly larger group of police officers, who warned them to disperse after some had disrupted traffic.
More than 300 people have been arrested in a week of mainly peaceful protests but some argue they were illegally detained.