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Hundreds of students chanting anti-American and anti-Nato slogans marched in Shanghai, Chengdu, Guanghzou.
In Beijing about 100,000 people invaded the embassy district, massing on streets littered with rocks and broken bottles from earlier protests.
Buses packed with students headed out of campuses across the city. Correspondents said the authorities appeared to be deliberately encouraging the action.
The residence of the US Consul General in the south-western city of Chengdu was stormed and partially burned.
Nato said its pilots hit the embassy in the early hours of 8 May with precision-guided bombs by accident - they had mistaken the embassy for a legitimate military target.
The Chinese press has carried front-page pictures of the victims of the embassy bombing.
At an emergency session of the UN Security Council, the Chinese ambassador accused Nato of carrying out a war crime.
The Russian President, Boris Yeltsin, condemned the bombing as a violation of international law and called for an immediate end to the air strikes on Serbia.
Serbian state television reported that Yugoslavia's President Slobodan Milosevic has conveyed his deepest sympathy to China over the deaths.
President Clinton has offered deep regrets to the people of China, but said the bombing was an accident, not a barbaric act.
He echoed the words of the Nato Secretary-General, Javier Solana, in saying that the incident would not deter the alliance from continuing its air campaign.
As Nato countries try to contain the damage from the embassy bombing, Russia's special Balkans envoy, Viktor Chernomyrdin, said that the conflict itself must be resolved by political means as quickly as possible.
He was speaking after talks in Bonn with the German Chancellor, Gerhard Schröder, about the G8 countries' outline peace plan for Kosovo.
Both the chancellor and Mr Chernomyrdin later held separate talks with the Kosovo Albanian leader, Ibrahim Rugova.
In 1998 the Kosovo Liberation Army - supported by the majority ethnic Albanians - came out in open rebellion against Serbian rule over Kosovo.
International pressure grew on Serbia's President Slobodan Milosevic to stop the escalating violence against ethnic Albanians, and Nato launched air strikes against Yugoslavia in March 1999.
Within days, tens of thousands of Kosovo Albanian refugees poured out of Kosovo with accounts of killings and atrocities at the hands of Serb forces.
Eleven weeks later on 10 June 1999, Nato stopped the bombing after Belgrade agreed to a full military withdrawal from Kosovo.
Nato troops were deployed in Kosovo under Operation Joint Guardian to oversee the departure of Serb forces and maintain law and order.
Milosevic was ousted from power in September 2000 and arrested for corruption in April 2001. In February 2002 he stood trial in the Hague for war crimes but died in his cell in March 2006.
The US and China broke off diplomatic contact for about four months until discussion on China's entry into the World Trade Organisation - which finally happened in September 2001 - softened relations between the two nations.
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