In Berlin, police estimated a crowd of around 5000 had gathered at Brandenburg Gate on Monday and said the demonstration passed without incident. Organisers put the number of participants at around 14,000.
The rally was called at short notice by campaign organisation Campact and the Fridays for Future climate movement.
Among those taking part were prominent German climate activist Luisa Neubauer and the lead candidates of the Greens and The Left in Berlin's state election on September 20.
Protesters carried banners with slogans including "Fascism is not an alternative" and "Stop AfD Nazis! End racism and social cuts," while crowds chanted: "All together against fascism!"
The party won Sunday's election by a wide margin but fell short of an absolute majority, leaving open the possibility of Germany's first AfD-led state government.
The domestic intelligence agency has classified the AfD's state branch as "confirmed right-wing extremist".
Protests were also called in Mecklenburg-Vorpommern, where a new state parliament will be elected later this month and the AfD is leading in the polls.
In Schwerin, according to police reports, several hundred demonstrators gathered, while in Rostock, more than 500 people came together for a communal sing-along.
In Essen, about 1200 people gathered, according to police. Carrying rainbow flags and cardboard signs with messages such as "Ban the AfD now" and "No place for Nazis," the participants marched through the city centre.
Hundreds of people also gathered in Potsdam to protest against the AfD, as did others in Hesse. Around 80 people protested in Kassel.
Police said about 2500 people demonstrated in Frankfurt on Sunday, calling for a review of the possibility of banning the AfD.
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