Oslo’s imams were joined in the main protest at Youngstorget by the city’s Conservative Mayor Fabian Stang, and Lutheran Bishop Ole Christian Kvarme.
“With this peaceful protest we want to maintain and strengthen our unity. As believers we understand each other,” said Bishop Kvarme in a speech.
“We’re using our freedom of expression today to show that we need to have respect,” he added.
The head of the Islamic Council Norway also spoke to the crowd in the city centre square.
“We’re here to express our outrage at the violations we’ve seen of the prophet. This has nothing to do with freedom of expression; it’s just plain bullying of Muslims,” he said.
A large number of police officers monitored the second rally at the US embassy, where one person was apprehended.
“This world needs another Osama,” news agency NTB quoted one of the demonstrators as saying outside the embassy.
In Pakistan, deadly clashes flared on Friday as tens of thousands took to the streets , throwing stones and setting buildings ablaze to denounce a US-made film that has fanned global Muslim anger.
There were clashes in the country's five largest cities where four people were killed and 80 others were wounded, defying government calls for peaceful protests on what was declared a national holiday in honour of the Prophet Muhammad.
Western missions shut across the Islamic world, fearing further escalation of a 10-day violent backlash over the low-budget film "Innocence of Muslims" that has spread to 20 countries and left more than 30 people dead.
France, where a magazine this week published a series of cartoons mocking the Prophet Muhammad, has shut embassies, consulates, cultural centres and schools in 20 Muslim countries, fearing the backlash will spread from US targets.
There were also demonstrations across Asia on Friday in Indonesia, Malaysia, Japan and Bangladesh, where about 10,000 took to the streets of Dhaka to condemn the US film and the French cartoons.
In the Arab world, authorities were also braced for demonstrations, with an Islamist militia in Libya's second city Benghazi calling for protests and Muslims protesting in Lebanon.
US interests bore the brunt of protests against the film, which depicts Muhammad as a thuggish sexual deviant.
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After French satirical weekly Charlie Hebdo printed cartoons caricaturing the founder of Islam, the government said it would deny requests to protest against the film and news of the cartoons appeared slow to filter to the Islamic world.
The magazine's editor, Stephane Charbonnier, mocked those angered by the cartoons as "ridiculous clowns" and accused the French government of pandering to them by criticizing the magazine for being provocative.
The United States is still investigating a deadly attack on its consulate in Benghazi on September 11th that left four Americans dead, including the ambassador.
The White House says the FBI suspects Al-Qaeda may have been linked to the attack, but it remains unclear whether it was a pre-planned assault or whether it sprang out of a protest against the film.