Wednesday's protests began as a prayer vigil after 43-year-old Keith Scott was shot dead by a black policeman on Tuesday.
Police claim that he had a gun, but neighbours and his family say he was holding a book as he waited for his son to leave the school bus.
A state of emergency has been declared in Charlotte, North Carolina, after violence broke out on Wednesday evening.
The march turned violent after an unnamed protester was shot and critically injured, city officials say police did not fire the shot.
After the shooting, police in riot gear began firing tear gas and marching through the city centre arm-in-arm.
Paramedics said two other people and six police officers suffered minor injuries.
John Barnett, who runs a civil rights group called True Healing Under God (THUG), warned that releasing video footage of the shooting might be the only way for police to regain the community's trust.
"Just telling us this is still under investigation is not good enough for the windows of the Wal-Mart," he said.
Tuesday's violence broke out shortly after a woman, thought to be Mr Scott's daughter, posted a video on Facebook, saying her father had a disability and was unarmed.
On Wednesday morning Charlotte-Mecklenburg police chief Kerr Putney said: "It's time to change the narrative, because I can tell you from the facts that the story's a little bit different as to how it's been portrayed so far, especially through social media."
"I can tell you we did not find a book," he said.
The chief said he could not release the video because the investigation was still under way.
