Thursday's demonstration started on the embarcadero and then moved along Washington Street.
The protesters rallied at the spot where San Francisco police shot and killed a man last week. Officers say he was armed with a knife. Activists accuse police of shooting him while he was handcuffed.
The march followed four nights of protests on the streets of Anaheim. Two police shootings last weekend, including one of an un-armed man, set off those clashes.