Protesters have handed in a letter to Tony Blair demanding justice for people who had died in custody.
Relatives of the dead were joined by cousins of Jean Charles de Menezes, the Brazilian mistakenly gunned down last year by anti-terror police.
Around 40 families of people who died in prison, police or psychiatric custody were among 400 people taking part in the United Families and Friends Campaign demonstration, organisers said.
They held a silent remembrance procession from Trafalgar Square to No 10 where six family representatives handed in the letter.
A spokesman for INQUEST, which monitors deaths in custody, called for reform of the "archaic" coroners court system.
"Only when we have a real coroners system which can really have a look at a lot of the issues that arise out of deaths in custody, only then will we have the information that policy-makers can use to prevent these fatalities," he said.
A spokesman for the de Menezes family, Asad Rehman, said the march would give the relatives a sense of solidarity and an opportunity to have their voices heard.
"They feel great frustration as victims and families of victims. Families are made to feel like they are the criminals rather than the other way around," Mr Rehman said.
