HONG KONG -  Riot police and protesters exchanged tear gas and petrol bombs yesterday as an illegal anti-government march of tens of thousands descended into chaos, with hundreds of shops trashed and torched.

After two weeks of relative calm, the major rally showed the pro-democracy campaign has not lost support, and that hardcore protesters will continue to clash with police.

"You can see Hong Kongers won't easily give up their right to demonstrate... today's turnout is more than I expected," said Mr Daniel Yeung, an unemployed protester.

"You can see that as long as people keep coming out in large numbers, we are safe and can keep fighting."

Hong Kong has been battered by months of often massive and violent protests over concerns that Beijing is tightening its grip on the city, the worst political crisis since Britain handed the city back to China in 1997.

Concerned about the violence that could erupt, as with previous protests, police had banned yesterday's march. But it failed to deter an estimated 35,000 people showing up clad in black, some wearing masks and some with families in tow.

Protesters threw petrol bombs at the Tsim Sha Tsui Police Station in Kowloon after police inside fired volleys of tear gas to disperse demonstrators on the street.

BARRIERS

Some erected fiery barriers in Nathan Road, a major retail strip in Kowloon, as riot police, shields in front, marched towards them, while others fired tear gas.

Police used several water cannon trucks to disperse protesters, spraying jets of blue dye into the crowds and sending hundreds fleeing. Police have used the dye to identify protesters.

It was the heaviest use of water cannons by police and many people hit with the water developed coughs, suggesting an irritant may be in the water.

As riot police advanced, protesters fell back to their next barricade, unlike past rallies when they stood and clashed with police, throwing petrol bombs and bricks.

Along the march route, protesters torched and trashed MTR stations and hundreds of shops, throwing goods onto the streets. Several Chinese banks were targeted.

Protesters have in the past targeted banks and shops with links to mainland China, leaving mainland Chinese living in Hong Kong worried about their safety.

One trashed shop had notices left on its shutters saying it was attacked because it was owned by Chinese mobs who had attacked innocent people.

"We never rob. We don't forgive. We don't forget", the notice read.

By nightfall, only small groups of protesters remained, with one group throwing petrol bombs down a street towards police who responded with tear gas, and another setting fire to the entrance of a store owned by Chinese smartphone-maker Xiaomi.

Large numbers of riot police guarded several intersections.

Police said they had seized more than 40 petrol bombs that they believed may have been en route to the protest.

The unrest was sparked four months ago by a Bill that would have allowed extradition to China for trial. It has since widened into a pro-democracy movement.