Police had been facing protesters for several days
In Jalal-Abad, a police station was set on fire, and protesters took control of the airport to prevent reinforcements being flown in.
Protesters say President Askar Akayev's party used fraud to win the elections.
The US administration says it is watching the situation closely and has urged both sides to show restraint.
The prime minister says the government is ready to talk to protesters, and has promised that force will not be used.
"Not the president, not me, and not the interior minister will allow weapons to be used against our own people," said Nikolai Tanayev.
There are unconfirmed reports that a number of policemen and protesters have been beaten, with some sources speaking of fatalities.
"We hope there will be no further violence," said presidential aide Abdil Seghizbayev.
But an opposition leader said talks would only be worthwhile if President Akayev himself took part.
"All other lower level negotiations will be just a waste of time," Kurmanbek Bakiyev of the People's Movement of Kyrgyzstan told the Associated Press news agency.
Station burnt
About 10,000 people besieged the police station in Jalal-Abad on Sunday morning, forcing police to take refuge on the roof of their station.
The protesters were said to be armed with sticks and home-made petrol bombs as they entered the police compound.
Police officers were firing shots in the air from the roof of their headquarters, but a spokesman said they were only using blanks.
Protesters allowed the mainly inexperienced police forces to leave the station before they set it on fire, but insisted they leave riot gear behind.
The assault on the Jalal-Abad police station came a day after protests in the city and in Osh.
Several demonstrators and a police officer were reported injured on Saturday, as the authorities tried to clear people from official buildings.
There were also some arrests.
"The authorities' decision to use force against people won't bring any good. It will only provoke anger," said Mr Bakiyev, a former prime minister who failed to win a seat in parliament in the recent elections.
Ethnic flashpoint
A number of protesters have camped out in Osh's main square since the second round of the elections, claiming that the results were rigged.
Monica Whitlock, a BBC correspondent in the region, says it is not surprising that the authorities in the south of Kyrgyzstan are treading cautiously.
This is a highly sensitive region close to the border with Uzbekistan, she says.
Most residents are ethnic Uzbeks, who view the ethnic Kyrgyz in the capital Bishkek with suspicion.
Police shot dead several demonstrators at a similar rally three years ago and in 1990, hundreds of people were killed in inter-ethnic violence in the area.
In Washington, State Department James Ereli on Sunday said US officials have been in touch with both sides, to urge them to resolve their differences through dialogue.
SKopp''At least 10,000 protesters stormed government buildings, burnt down a police station, and took control of an airport to prevent reinforcements from being flown into Jalal-Abad, Kyrgyzstan today as they demanded the resignation of president Askar Akayev. The protesters claim that recent parliamentary elections were rigged.

According to a police source in the capital of Bishkek, four police were beaten to death in clashes with protesters.

Last week, Akayev warned civil war would break out if there was an attempt to copy the Ukrainian "Orange Revolution." However, the government says it wants a peaceful resolution. "We have never gone against our own people, especially not with weapons in our hands," Prime Minister Nikolai Tanayev said.

Opposition leader Kurmanbek Bakiyev says negotiations will only be fruitful if president Akayev himself is involved. "All other lower level negotiations will be just a waste of time," Bakiyev said.

The U.S. state department issued a statement saying the situation could be dealt with "according to the rule of law," and spokesman Adam Ereli said, "U.S. officials have been in contact with both the government and opposition to reinforce this message."

The OSCE stated the elections did not properly measure up to international standards, citing "lack of effective voter access to diverse sources of information, bias in the media, continued de-registration of candidates on minor grounds..., and inaccurate and poorly maintained voter lists."