The demonstrations were a prelude to a larger rally scheduled for Saturday in Los Angeles - a magnet for many illegal South American immigrants - prior to US President George W Bush's meeting with his Mexican counterpart Vicente Fox next week.
Bush is pushing a guest worker program criticized by a majority in his party for being too lenient. Congress is considering alternative legislation that would make it a felony to be illegally in the United States, impose new penalties on employers who hire illegal immigrants and ordinary citizens who help them, and erect fences along much of the U.S.-Mexican border.
The proposals have angered many Hispanics including 11,000 who marched in Phoenix Friday, and hundreds of students who organized a walk out from several schools in Los Angeles, a city in which Hispanic students comprise 73 per cent of the total.
Carrying Mexican flags and banners that read 'Protect Our Rights,' over 2,000 students took part in the walk-outs, the Los Angeles Times reported.
'Without immigrants, this country wouldn't be anything,' said Anna Benitez, 15, a ninth-grade student who moved to Los Angeles at age 5 with her mother from Mexico. 'We're people. We're human beings. We're not criminals. We're in this country to work.'
On Thursday night thousands of people also demonstrated in Milwaukee, authorities there said.