Police began making arrests Tuesday night as protesters moved from the 16th Street Mall on to the City and County Building and then the state Capitol.
At least six people — five adults and one juvenile — had been arrested by 7:30 p.m., police said.
Police cars briefly blocked Bannock Street in front of the City and County Building, preventing vehicles from dropping off ballots at the Denver Election Division less than one-half hour before the polls closed.
At one point, Denver SWAT formed a line, blocking protesters from getting to the building once it was reported some in the group had begun to deface the structure.
Alton Dillard, Elections Division spokesman, said there was a brief disruption of traffic and then the protesters moved on.
Some of the large group of people marching in downtown Denver wore suits and dress clothes and many were sporting Guy Fawkes' masks.
Denver is one of 100 cities around the world where people were scheduled to join in the Million Mask March to "Take the Earth back by evolving toward truth and humanity" for Guy Fawkes Day, Nov. 5.
According to the Facebook page, the purpose of the gathering is to "remember who your enemies are: billionaires who own banks and corporations who corrupt politicians who enslave the people in injustice."
Flyers for the group emphasized violence would not be tolerated and there would be no drugs or alcohol involved.
The masks, popularized by the comic book and 2005 film "V for Vendetta," became a sign for revolution during the Occupy movement.
Guy Fawkes, who lived from April 13, 1570 - Jan. 31, 1606, was a part of the failed Gunpowder Plot of 1605 where a group of English Catholics planned to assassinate King James I and much of Parliament by blowing up the House of Lords.