Earlier, there were clashes before Brazil’s football team played Mexico in Fortaleza in the Confederations Cup.
Protesters are angry at corruption and high spending on next year’s World Cup.
Activists say they have not changed their intention to hold the biggest demonstrations yet on Thursday.
The BBC’s Julia Carneiro, in Sao Paulo, says hundreds of thousands are expected on the streets there before another round of matches in the Confederations Cup.
The continued protests come after the authorities in the two biggest cities, Rio de Janeiro and Sao Paulo, said they would reverse the public-transport fare increases.
Sao Paulo mayor Fernando Haddad said the reversal would be a “big sacrifice” and said other investments would have to be cut.
Rio mayor Eduardo Paes made a similar point, saying the lower transport prices would cost the city 500m reals ($225m; £145m) a year.
The mayors of Cuiaba, Recife, Joao Pessoa and other cities have already announced a reduction in bus fares in response to the protests.
But the protesters were unmoved by the gesture.
“It’s not really about the price [of transport] any more,” said 18-year-old student Camila Sena, at a protest in Rio de Janeiro’s sister city of Niteroi.
“People are so disgusted with the system, so fed up that now we’re demanding change.”