Police said that about 200 protesters gathered for what they termed a peaceful vigil.
City News Service said that at one point a smaller group stopped an Expo Line train as police urged them to return to the nearby park. But police couldn't immediately confirm that report.
Lt. Andy Neiman of the LAPD Media Relations Department said another group of 50 to 100 demonstrators started marching around midnight.
"There was a period where crowds were running among vehicles, but police dissuaded them," he said.
Neiman said he knew of no arrests.
Officials said police called in officers from around the city to keep a watch on demonstrators.
More than 40 people gathered at Sacramento City Hall, and the Sacramento Bee reported that protesters chanted: "What do we want? Justice. When do you we want it? Now. For who? Trayvon."
A banner behind speakers read, "No justice, no peace!"