Marchers gathered outside the U.S. consulate shouting slogans denouncing alleged spying operations aimed at China and Hong Kong, but the numbers were modest compared to rallies over other rights and political issues.
"Arrest Obama, free Snowden," protesters shouted outside the slate grey building as police looked on. Many waved banners that said: "Betray Snowden, betray freedom", "Big brother is watching you" and "Obama is checking your email".
Some blew whistles in support of Snowden, 29, the American former CIA contractor who has acknowledged being behind leaks of the surveillance programs by the National Security Agency.
The procession moved on to government headquarters in the city, which reverted to Chinese rule in 1997 but enjoys far more liberal laws on dissent and freedom of expression.
About a dozen groups organized two rallies, including the city's two largest political camps. Leaders of major political parties sought explanations for Snowden's allegations of spying.
Hong Kong's largest pro-Beijing political party, the DAB, demanded an apology from Washington, clarification of "illegal" espionage activities and an immediate halt to them.
"I think the Hong Kong government should protect him," the DAB's vice-chairwoman, Starry Lee, said outside the consulate.
Snowden reportedly flew to Hong Kong on May 20. He checked out of a luxury hotel on Monday and his whereabouts remain unknown. Snowden has said he intends to stay in Hong Kong to fight any potential U.S. moves to extradite him.