Protest groups and authorities alike saw the events as a tune-up for the May 20-21 NATO summit, which is expected to bring much bigger crowds seeking the spotlight at the gathering of world leaders.
Police estimated the crowd at about 1,000, though at times it easily might have been twice that size. No arrests were reported.
Police Superintendent Garry McCarthy was at Federal Plaza and after the rally ended he pronounced the day a success.
"I think it went extremely well,” he said. "We haven't had any issues."
"I think our training is good and frankly it wasn't that big a crowd," McCarthy added.
The police followed normal parade and protest protocols, McCarthy said, and had backups who were not called upon.
He declined to predict what kind of crowds the NATO summit would draw.
There were other rallies around the country marking the May 1 celebration of organized labor and the Occupy movement sought to use many of them to re-energize its organization.
Occupy Cleveland canceled its events "out of respect for the city" after U.S. authorities announced the arrest of five self-described anarchists in the Cleveland area on suspicion of plotting to blow up a four-lane highway bridge over a national park.
Occupy Cleveland said in a statement the men arrested were associated with their movement but that "they were in no way representing or acting on behalf of Occupy Cleveland" and that the group was committed to non-violent protest.
Over the next several months, some of the men discussed coming to Chicago for what at that time was scheduled to be back-to-back meetings of the G-8 and NATO leaders in mid-May, according to the federal criminal complaint. The G-8 meeting of government financial leaders was later rescheduled for Camp David, Md., but the NATO summit of leaders from around the world is set for May 20-21 in Chicago.
According to the complaint, one of the defendants used broad and boastful language to predict anarchists would wreak havoc in Cleveland as a prelude to disrupting Chicago during the summit, saying the goal was to spread rioting and destruction in every major city.
The Chicago FBI office issued a statement that "there was no evidence developed of a planned or credible threat" to the upcoming summit or Chicago.
May Day in Chicago started with small groups of protesters demonstrating against bank bailouts in the downtown financial district. When protesters tried to block the doors to the Bank of America, uniformed police moved them away.
"The cavalry is here!" one protester shouted when police on bikes pulled up.
About 40 protesters chanted about Bank of America getting federal benefits:
"The banks got bailed out and we got sold out!"