While the protests were non-violent, police arrested dozens of people in the state capital, The Arizona Republic reported. One group blocked a major downtown street in the morning, snarling traffic and light rail.
Vanessa Bustos and five other activists chained themselves together at the entrance to the Maricopa County jail.
"It's not over yet," Bustos told the Los Angeles Times. "There are other bills being enacted against the Latino community."
Demonstrators also blocked a street near Phoenix City Hall, the Republic reported.
Maricopa County Sheriff Joe Arpaio ordered a sweep of immigrant neighborhoods in the Phoenix area. He said a federal judge's ruling Wednesday blocking enforcement of some of the state law's provisions does not affect his ability to seek out and arrest those in the country illegally.
The injunction, issued Wednesday, temporarily bars police from questioning people's immigration status. The judge's order also blocks a provision that criminalizes failure to apply for or carry alien registration papers and another that makes it illegal "for an unauthorized alien to solicit, apply for or perform work."
Arizona Thursday filed an appeal with the U.S. District Court for the 9th Circuit, asking that federal judge Susan Bolton's ruling on the state's new immigration law be overturned.
Gov. Jan Brewer called Bolton's ruling "a little bump in the road," CNN reported.
"The fact of the matter is this is just an injunction," Brewer added. "I'm sure as we go through the process, we'll get a fair hearing."
The state's two Republican U.S. senators said the Obama administration is "wasting tax money in the legal battle instead of supporting the state's effort to curb illegal immigration," the Republic in Phoenix reported.
The U.S. Justice Department in a statement said "a patchwork of state and local policies would seriously disrupt federal immigration enforcement and would ultimately be counterproductive."