During the morning, 5,395 students had left schools in the Los Angeles Unified School District, even though middle and high schools had barred youngsters from leaving campus, district spokeswoman Monica Carazo said.
In Texas, hundreds of students left classes. In Dallas, some gathered to shout and wave signs at City Hall. One student's hand was severed when a sport utility vehicle she was riding in crashed on the way to a rally.
The rallies come as the U.S. Senate considers immigration reform proposals, including legislation approved by the Senate Judiciary Committee on Monday that would clear the way for 11 million illegal aliens to seek U.S. citizenship.
Lawmakers are also considering legislation that would make it a felony to be in the U.S. illegally, impose new penalties on employers who hire illegals and build more fences along the U.S.-Mexican border.
California authorities had taken a watch-and-wait attitude to rallies on Monday but had a harsher stance Tuesday.
In the city of Carson, California authorities with batons and helmets temporarily ringed dozens of youngsters in front of a high school before allowing them to march.
In the San Pedro area of Los Angeles, at least 50 students were cited for truancy and taken back to schools. A 14-year-old boy was arrested for investigation of disturbing the peace before being released to his parents, Sgt. Mark Jauregui said.
Students at several Las Vegas high schools also walked out.
On Monday, some 36,000 students from 25 Los Angeles County school districts walked out of class, officials said, with more than 1,000 protesting outside Los Angeles City Hall for much of the day.
The walkouts followed a weekend of enormous rallies, including one Saturday that drew as many as 500,000 demonstrators in Los Angeles.