Marches also held in Australia and Taiwan, with more planned in Europe and North America later during the day.
Thousands of Hong Kongers defied police tear gas rounds on Sunday to hold an unsanctioned march through the city, part of a coordinated day of global protests aimed at casting a shadow over communist China's upcoming 70th birthday.
Beijing is preparing for huge, tightly-choreographed festivities from Tuesday marking seven decades since the People's Republic of China was founded, including a huge military parade that will revel in the country's emergence as a global superpower.
But ongoing unrest in Hong Kong threatens to upstage those celebrations as the semi-autonomous city boils with public anger over the erosion of its special freedoms under Beijing's rule.
Democracy activists in the financial hub called for "anti-totalitarian" protests to be held around the globe on Sunday.
Marches were held in Australia and Taiwan, with more planned in Europe and North America later in the day.
Online forums used to coordinate the deliberately leaderless protest movement called for protesters to begin the Hong Kong march in Causeway Bay, a busy shopping district filled with luxury malls and fashion retailers.
Police fired tear gas after angry crowds in the district surrounded and heckled officers who had conducted stop and searches ahead of the march.
But the tear gas only emboldened the crowds who then began walking through the streets in their thousands.
Some hardcore activists vandalised subway stations and tore down banners proclaiming the upcoming 70th anniversary celebrations.
Many marchers were holding so-called "Chinazi flags", a version of the Chinese flag where the yellow stars are in the shape of a swastika.
Later in the afternoon police fired tear gas and rubber bullets at different locations across the city centre.
'Connect to the world'
A 20-year-old student, who gave his first name as Tony, was waving a Ukrainian flag.
Many of Hong Kong's more hardcore protesters have taken inspiration from the 2014 Ukrainian Revolution which ousted a pro-Russian president.
"We are hoping that if we connect to different parts of the world and fight against Chinese communism, we will win this movement," he told AFP.
A 62-year-old protester, who gave his surname Man, said he felt people's livelihoods and freedoms had deteriorated since Hong Kong was handed back to China by Britain in 1997.
"I don't want to topple the regime, but it definitely needs to changed," he told AFP. "It needs to seek a reconciliation with the people."
In Taiwan, some one thousand protesters came out despite the rain to hold a solidarity protest, many dressed in black.
A similar sized crowd marched through Sydney.
"I feel so sad every night because I watch the live video (from Hong Kong) on Facebook and some social media," 25-year-old Billy Lam, a Hong Konger now studying in Australia, told AFP.
Over the last 17 weeks, Hong Kong has witnessed the worst political unrest since its handover to China in 1997 with huge pro-democracy rallies as well as increasingly intense clashes between police and a minority of violent protesters.
The city's summer of discontent was first triggered by an extradition bill to the mainland that has now been shelved.
But the movement has since morphed into a call for free elections and less intervention from Beijing.
'Day of grief'
Activists had vowed a series of protests in the days leading up to Tuesday's National Day anniversary, which they have dubbed a "Day of grief".
On Friday and Saturday night, tens of thousands of people turned out for two peaceful rallies.
But there were brief clashes on Saturday night when police used water cannon and tear gas to beat back small groups of protesters hurling bricks and petrol bombs at a government building.
Students are planning a one-day strike on Monday while activists have called for people to dress in black on Tuesday.
Under the policy of "one country, two systems", China has offered tiny Hong Kong certain liberties denied to citizens on the mainland – including freedom of expression, unfettered access to the internet and an independent judiciary.
But the arrangement is due to expire in 2047 and many accuse Beijing of eroding some of those freedoms in recent years.
Protesters are calling for an independent inquiry into the police, an amnesty for those arrested and the right to elect their leaders – demands repeatedly dismissed by Beijing and city leader Carrie Lam.
On Sunday, Lam's office announced she would be travelling to Beijing to attend the National Day celebrations.