Mourners, friends and relatives of Alton Sterling met at the shop in Baton Rouge where he was killed on Tuesday.
Meanwhile video has emerged of another black man being shot dead by police, this time in Minnesota.
Philando Castile was shot in his car as he reached for his driving licence, his girlfriend said.
He had earlier told the officer who pulled him over that he was licensed to carry a concealed gun and had one in his possession, she said.
The footage taken by her shows Mr Castile covered in blood next to her and the officer outside the car pointing his gun at him.In Baton Rouge, some demonstrators chanted "Black lives matter" and called for justice.
A second video emerged on Wednesday that showed the altercation between the 37-year-old and two police officers.
It appears to show Mr Sterling being held down and then shot several times, although some shots are heard when the camera moves away from the confrontation.
Seconds later, one of the officers is seen removing an object from the man's trousers as he lies on the ground with blood on his chest.
The latest video was provided to the Daily Beast by the shop owner, Abdullah Muflahi, who said it proves the man was no threat to the officers when he was shot.
Police have said Mr Sterling was found to be armed. Officers were initially called because of a 911 report of a man brandishing a gun.
The cry is for "justice". But most of those here say it's not something they expect. They distrust the police, they say they fear all authority and they've gathered at this street corner where Alton Sterling was killed to stand together and say "no more".
They've prayed, they've sung, they've cried and they've danced. An artist has spray painted Mr Sterling's face on the side of the convenience store. Others lit candles and released balloons.
It has been peaceful but there is real anger here and at times almost despair.
It's not just about the death of one man. There are some who feel that the fight for equality might be one that they will never win.Mr Sterling, a father of five, died at the scene and hours later a video filmed by a bystander and showing his death was released.
Officers Blane Salamoni and Howie Lake II were put on administrative leave.
The US Department of Justice has launched a civil rights investigation and Louisiana Governor John Bel Edwards has appealed for calm.
About 200 people protested on Tuesday night and on Wednesday there was unrest in Philadelphia where about 75 people blocked a busy road as they protested about the killing of Mr Sterling.
His death follows a long line of high-profile incidents involving African Americans at the hands of the police, igniting a national debate about the lethal use of force.
BBC
