About 40 protesters stood outside the Russian consulate on Friday morning wearing masks and holding banners that read: "We are all hooligans."
At least three people were arrested. Police repeatedly warned the crowd to get off the sidewalk and to take off their masks.
The group planned to march to Times Square and hold a rally.
The three female members of Russian punk band Pussy Riot have been in jail for more than five months because of a guerrilla performance denouncing President Vladimir Putin.
The trial sparked a wave of protests around the world in support of the feminist rockers.
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