Six people died in clashes between police and southern separatists in the port city of Aden in southern Yemen.
The clashes erupted when crowds gathered, calling for the secession of the south.
Police used tear gas and live rounds, and witnesses said gunmen among the protesters returned fire.
Ten others were wounded, including two policemen.
The rally took place during a festival marking the 25th anniversary of the south's struggle for independence.
The protesters were also rejecting a bill that would grant immunity for President Ali Abdullah Saleh when he steps down.
The successor to Saleh will face many challenges in the impoverished country -- the separatist movement in the south, a rebellion in the north and a terror threat from al-Qaeda's most active wing, based in Yemen.
Michaela Cabrera, Reuters.