The Marine, who worked as a guard at the embassy and has diplomatic immunity from prosecution, left the country immediately after the accident early Saturday.
Teofil Peter, a 50-year-old bass player with the Romanian rock band "Compact," died in the crash after his taxi was hit by an embassy car allegedly driven by the Marine.
"We are all very angry and very frustrated," said Berti Barbera, a friend of Peter's who was in the taxi just minutes before the accident. "We have doubts about the way in which he (the Marine) was taken out of the country."
Protesters carried Peter's portrait in front of the embassy, and signs reading "Condolences to American diplomacy," "Kill-and-run immunity," and "Respect us as we respect U.S."
Romania had asked U.S. authorities to hand over the Marine for questioning. The Marine allegedly failed to yield at an intersection and hit a taxi Friday night in Bucharest, police said.
A breath test showed the Marine had been drinking, police said.
Separately Wednesday, a team of U.S. prosecutors met with Romanian prosecutors.
They were taken to the accident site and were shown the two cars, Marius Iacob, a spokesman for prosecutors' office told the state news agency Rompres.
Prime Minister Adrian Nastase appealed to President Bush on Tuesday to help bring the Marine to justice by waiving his immunity from prosecution.
If U.S. authorities do not approve returning the Marine for trial, the Romanian prosecutors will turn over to American prosecutors all information relating to the case, Iacob was quoting as saying.
Under Romanian law, the Marine would face up to seven years in prison if found guilty of involuntary manslaughter.
By Alexandru Alexe