The Metropolitan Police estimate there were 30,000 in central London alone.
At Edinburgh and Glasgow rail stations, and at London's Charing Cross, people sat on the floor stopping travellers from catching trains, police said.
In London, 29 people were arrested for offences including inciting racial hatred.
Two people were arrested on suspicion of breaching the Terrorism Act in connection with the wording on a banner.
One man was arrested on suspicion of making antisemitic comments during a speech after he was identified on social media.
One person was arrested on suspicion of inciting racial hatred and three people were arrested on suspicion of assaulting a police officer.
Nine people were arrested for public order offences, including two that were racially aggravated.
Ten people were arrested for breaching a dispersal order while other arrests were for possession of an offensive weapon, violent disorder, affray and possession of cannabis.
Pro-Palestinian protests have been held in London, and other cities globally, each Saturday since war began last month.
One of the protest organisers, Stop the War coalition, said this weekend would see a series of local protests organised in neighbourhoods, town and cities across the UK, rather than a mass rally.
In London, local protests took place before many thousands of demonstrators packed into Trafalgar Square for a rally, led by the Palestinian Solidarity Campaign.
Protesters brought traffic to a temporary standstill in London's Oxford Street with a sit-in.
Later the Met reported fireworks were fired into crowds and towards police in Trafalgar Square, leaving four officers injured. Police needed a dispersal order to clear the area.
Thousands more gathered in Manchester.
Earlier in the northern city, the North West Friends of Israel group held a vigil for the hostages taken in the Hamas attacks on 7 October.
Red heart-shaped balloons were attached to each of the hostages' names and photos in Manchester's Exchange Square.
Other pro-Palestinian rallies also took place in Belfast, Cardiff, Liverpool and Leeds, with a focus on calling for an immediate ceasefire.
Israeli PM Benjamin Netanyahu said on Friday there would be no temporary ceasefire with Hamas in Gaza until all Israeli hostages were released.
In contrast to this weekend's smaller-scale protests, there are plans for a mass rally next Saturday on Armistice Day which have been criticised by Prime Minister Rishi Sunak as "provocative and disrespectful".
He pointed to a risk that war memorials, including the Cenotaph in central London, could be "desecrated".
Home Secretary Suella Braverman said on X, formerly Twitter, that it was "entirely unacceptable to desecrate Armistice Day with a hate march through London".
On Remembrance Sunday, which this year falls on 12 November, thousands of servicemen and women usually march past the Cenotaph as senior politicians and royals lay poppy wreaths to remember the fallen.
London's Metropolitan Police said it was planning a "significant" policing and security operation for next weekend.
Both the Met and the march's organisers say the demonstrators have no intention of going near Whitehall, where the Cenotaph is located.
Ben Jamal, director of Palestine Solidarity Campaign, said all of their protests had been peaceful and orderly, and to suggest that another one - well away from Whitehall - "was a disrespect to the war dead was an insult to those marching for peace".
Israel has been bombarding Gaza with prolonged air strikes following the 7 October attacks on southern Israel by Hamas, in which they killed 1,400 people and took more than 200 hostage.
The Hamas-run health ministry in Gaza says Israeli air strikes have killed more than 9,000 people. Hamas is a proscribed terrorist organisation in the UK.
Protests in London have been largely peaceful, although 99 people were arrested at the three previous massive weekly marches in London.
BBC reporters, who witnessed the demonstrations, said a wide range of people from different backgrounds, including lots of families with children, have attended the marches.
Writing in the Times however,Chief Rabbi Sir Ephraim Mirvis said the line between protesters supporting innocent Palestinians and backing Hamas have become "badly blurred".
"Those lines have remained blurred in the subsequent demonstrations, in which a minority have proudly displayed their extremism on their banners and in their chants, while the majority stand alongside them," he wrote.
On Friday, five people were arrested during a pro-Palestinian sit-in at London's King's Cross station after the demonstration was banned.
Transport Secretary Mark Harper said he had given an order to allow police to stop the protest.
Tens of thousands of protesters have joined rallies and sit-ins in dozens of towns and cities across the UK to call for an end to Israeli attacks in Gaza.