In Los Angeles, a band playing salsa classics from the back of a truck led a march up Broadway. Demonstrators waved American flags and signs with messages such as "Stop deportations."
"I've held the same job for six years, but I don't have papers," said Mario Vasquez, a supermarket butcher who brought his two Chihuahuas. "Immigration reform would help me and my family and for everybody here."
In downtown Chicago, U.S. Sen. Dick Durbin told thousands of demonstrators that America had a "once-in-a-lifetime opportunity" to change immigration laws.
"We need to seize that opportunity," said the Illinois Democrat, who is part of a bipartisan group of eight senators who introduced the legislation last month.
May Day rallies began in the United States in 2000 during a labor dispute with a restaurant in Los Angeles that drew several hundred demonstrators, said Angelica Salas, executive director of the Coalition for Humane Immigrant Rights of Los Angeles. Crowds grew each year until the House of Representatives passed a tough bill against illegal immigration, sparking a wave of enormous, angry protests from coast to coast in 2006.
The rallies, which coincide with Labor Day in many countries outside the U.S., often have big showings from labor leaders and elected officials.
Demonstrators marched in countries around the world, with fury in Europe over austerity measures and rage in Asia over relentlessly low pay, the rising cost of living and hideous working conditions that have left hundreds dead in recent months alone.
The New York crowd was a varied bunch of labor groups, immigrant activists and demonstrators unaffiliated with any specific cause. Among them was 26-year-old Becky Wartell, who was carrying a tall puppet of the Statue of Liberty.
"Every May Day, more groups that have historically considered themselves separate from one another come together," she said.
In Brea, a Los Angeles suburb, a small group opposed to the legislation stood on a freeway bridge waving signs at motorists. One read, "No Amnesty."
Spagat reported from San Diego. Associated Press writers contributing to this report included Meghan Barr in New York, Morgan True in Concord, N.H., Lauren Gambino in Salem, Ore., Gene Johnson in Seattle, Sara Burnett in Chicago, Edwin Tamara in Los Angeles and Alexandra Tilsley in Denver.