Protest leaders carried a black banner at the front of the procession with a slogan, "Five main demands, not one less," as they pressed their calls for accountability and political rights.
Black-clad and masked protesters barricaded streets at multiple locations in Kowloon, where the city's subway operator restricted passenger access. A firebomb was tossed at one subway station.
The protesters tore up paving stones from the sidewalk and scattered them on the road, commandeered plastic safety barriers and unscrewed metal railings to form makeshift roadblocks.
Police fired tear gas after firebombs were thrown toward one station as tens of thousands of demonstrators marched down a main road with traffic at a standstill. They sang along to the protest movement's anthem and held up placards depicting the Chinese flag as a Nazi swastika.
Matthew lee, a university student, said he was determined to keep protesting even after five months.
"I can see some people want to give up but I don't want to do this because Hong Kong is my home, we want to protect this place, protect Hong Kong," he said. "You can't give up because Hong Kong is your home"
Police had beefed up security measures for the unauthorized rally, the latest in the 5-month-old unrest rocking the semi-autonomous Chinese city.
Many of the supporters of the movement wore masks in defiance of a recently introduced ban on face coverings at public gatherings, and volunteers handed more out to the crowd.
Organizers said they wanted to use their right to protest, as guaranteed by the city's constitution despite the risk of arrest.
"We're using peaceful, rational, nonviolent way to voice our demands," Figo Chan, vice convener of the Civil Human Rights Front, told reporters. "We're not afraid of being arrested. What I'm most scared of is everyone giving up on our principles."
The group has organized some of the movement's biggest protest marches. One of its leaders, Jimmy Sham, was attacked on Wednesday by assailants wielding hammers.
Police on Saturday arrested a 22-year-old man on suspicion of stabbing a teenage activist distributing leaflets near a wall plastered with pro-democracy messages. A witness told local broadcaster RTHK that the assailant shouted afterward that Hong Kong is "a part of China" and other pro-Beijing messages.
The movement sprang out of opposition to a government proposal for a China extradition bill and then ballooned into broader demands for full democracy and an inquiry into alleged police brutality.