The so-called Immortal Regiment procession sees people carrying flowers and portraits of loved-ones.
It followed Russia's annual Victory Day parade, which marks the anniversary of the Soviet victory over Nazi Germany in World War Two.

Jason Roy hit 59 and Alex Hales 40, putting on 92 for the first wicket inside seven overs in Abu Dhabi.
Although the tourists faltered as they posted 174-6, the UAE managed only 95-9 in reply, with off-spinner Moeen Ali taking 4-11 and Chris Jordan 2-14.
The first T20 of the three-match series is in Dubai on Thursday at 16:00 GMT.
Eoin Morgan's side are building towards the World Twenty20 in India, which starts in March 2016.
Pakistan won the Test series 2-0 before England took the one-day series 3-1.

Swansea Community Farm in Fforestfach offers free access to a variety of rare breeds including sheep and bees, a healthy eating kitchen and café, and sustainable orchards.
Organisers say their core Volunteer and Child and Youth programmes have some funding from external sources beyond March 2017.
But day-to-day running costs do not.
Founded in 1998, the farm has been an accredited Agored Cymru training centre since 2012.
It has also delivered a range of courses in cooking skills and healthy eating, food growing, nature conservation skills and animal care.
Phil Budd of Swansea Community Farm said the farm had fallen foul of austerity.
"Everyone we speak to agrees that the farm is doing vital work in reconnecting under-privileged urban youngsters with where their food comes from, but when local authorities and the Welsh Government have to choose between us and, say a hospital, it's hardly surprising we are where we are now," he said.
"All the available grants are for specific projects, but it's extremely difficult to get funding for the day-to-day nitty-gritty."
It is hoped £25,000 can be secured from a crowd-funding campaign, and the same amount via grants, government and business.
Organisers say that would secure its future for six months, while they look for a longer-term partnership.
"It's terribly sad, at what should be our busiest time of the year, we're already having to keep one eye on the prospect that we won't be here this time next month," Mr Buss said.
"Many of our sheep should be going into lambing shortly, so we've already had to start re-homing them, as we don't want to have to move them while they are delivering and suckling.
"Hopefully we can welcome them back in the summer, but we all need to pull together and find new ways of working."

Former Chelsea defender David Stride had been in charge of Southern League Bashley for just 40 days.
The New Forest club's newly appointed board have named former manager Steve Riley as Stride's replacement.
"It's absolute codswallop. The club already had someone in mind to replace me, but waited two weeks before telling me," Stride told BBC Sport.
Bashley have lost all four of their pre-season friendlies so far, failing to score a goal and conceding eight.
Stride, 57, had only been in charge for two of those matches.
"We made a tough decision to change things around now rather than the possibility of having more upheaval during the season," chairman Tim Allan said.
Stride made 35 appearances for Chelsea between 1978 and 1980 and also played for Leyton Orient and Millwall in the 1980s.
He was appointed by Bashley on 17 June, but five and a half weeks later and after a change of club chairman, he is out of work.
"I've got no hard feelings, but sadly the club weren't man enough to tell me earlier," Stride added.
"I was given the guarantee I'd be left alone for a season to take sole charge of football matters, but I'm gone after just two games."
Tens of thousands of people have marched in Moscow and cities around the world to remember relatives who took part in World War Two.
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England eased to a 79-run win over the United Arab Emirates in their only warm-up game before the Twenty20 series against Pakistan.
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Swansea's only community city farm is facing closure at the end of the month, unless it can raise £50,000.
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A non-league manager has been sacked for "a run of poor pre-season results and lack of player signings".