The decision prompted violent protests in Ferguson this week that resulted in about a dozen buildings and some cars being burned. Dozens of people were arrested.
The rallies in Ferguson have been ongoing and several protesters were taken into custody during a demonstration outside the police department that had started peacefully.
"We want to really let the world know that it is no longer business as usual," Chenjerai Kumanyika, an assistant professor at Clemson University in South Carolina, said at a rally at a Wal-Mart in Ferguson.
In northern California, more than a dozen people were arrested after about 125 protesters wearing T-shirts that read "Black Lives Matter" interrupted train service from Oakland to San Francisco, with some chaining themselves to trains. Dozens of people in Seattle blocked streets, and police some protesters also apparently chained doors shut at the nearby Pacific Place shopping center.
In Chicago, about 200 people gathered near the city's popular Magnificent Mile shopping district, where Kristiana Colon, 28, called Friday "a day of awareness and engagement." She's a member of the Let Us Breathe Collective, which has been taking supplies such as gas masks to protesters in Ferguson.
"We want them to think twice before spending that dollar today," she said of shoppers. "As long as black lives are put second to materialism, there will be no peace."
Other planned events around the country seemed relatively brief and thinly attended in contrast to the large demonstrations earlier this week. In Brooklyn, New York, a "Hands Up, Don't Shop" protest had been scheduled, but no one materialized.