Protesters want to end Pakistan's co-operation with the US
The main demonstration was held in the main city of Karachi with protesters chanting "Death to America".
The missile strike apparently targeted al-Qaeda's deputy Ayman al-Zawahiri, who was said not to have been there.
The US has not commented on the strike. Pakistan has protested, but its leader warned people not to harbour militants.
"If we kept sheltering foreign terrorists here... our future will not be good," said President Pervez Musharraf in speech broadcast on state television.
US media say the attack was carried out by the CIA.
Zawahiri has been in hiding since 2001
Zawahiri has eluded capture since the US overthrew the Taleban in Afghanistan in 2001 despite a $25m bounty on his head.
Osama Bin Laden's second-in-command is regarded as the ideological brains behind the al-Qaeda network, says BBC security correspondent Gordon Corera.
The Egyptian has also become its most visible spokesperson, issuing a number of video and audio tapes, whilst Osama Bin Laden has not been seen or heard from for more than a year.
Musharraf criticised
About 10,000 people rallied in Karachi, Pakistan's biggest city, chanting "Death to American Aggression" and "Stop bombing innocent people".
Hundreds of riot police were deployed to keep order.
Locals are angry at the strike
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A leader in the coalition of anti-US Islamic groups that organised the nationwide protests said General Musharraf must step down.
"The army cannot defend the country under in his leadership," Ghafoor Ahmed told protesters in Karachi.
In Samarbagh, near the Damadola village where the attack occurred, protesters denounced Gen Musharraf for co-operating with the US.
Foreign presence
Damadola is in the Bajaur tribal area, about 7km (4.5 miles) from the Afghan border.
Jets - or in some accounts a Predator drone - reportedly fired missiles at a particular housing compound in the village.
Reports citing unidentified Pakistani officials say the strike was launched on intelligence that Zawahiri had been invited to dinner in the village.
However, a senior intelligence official told Reuters news agency they had no evidence he was present at the meal.
Damadola was the stronghold of a banned pro-Taleban group, the Tehrik-e-Nifaz-e-Shariat-e-Mohammadi, the agency reported an official as saying.
The US has about 20,000 troops in Afghanistan, but Pakistan does not allow them to operate across the border.
Pakistan has about 70,000 troops in the border region.
Wielu Pakistańczyków wyszło w sobotę na ulice, by zaprotestować przeciwko amerykańskiemu nalotowi na wioskę w pobliżu granicy z Afganistanem. Główna demonstracja odbyła się w Karaczi, gdzie, według doniesień ''BBC'', protestujący nieśli transparenty z hasłami „Śmierć amerykańskiej agresji” i „Stop bombardowaniu niewinnych ludzi”. Nad porządkiem w tym mieście czuwają oddziały policji.

Do protestów doszło także w mieście Samarbagh, gdzie, według telewizji ''Al-Dżazira'', na ulicę wyszło ponad 60 osób. Przemawiający na wiecu przywódca grupy Hezb-ul Mujahidin, Aizaz-ul Mulk Afkari, stwierdził, że ma informację, iż Waszyngton zaatakował Pakistan, dlatego, że kraj ten jest w posiadaniu broni nuklearnej.