RIYADH—Dozens of Saudi women took to the roads around Saudi Arabia on Saturday, defying a new surge of warnings from the government, mosque pulpits and radio channels to drop their challenge to a de facto ban on driving by women.

By midafternoon Saturday, about 40 women had defied the ban by driving in cities around the kingdom, according to their text messages and emails to other supporters of a recently-revived grassroots campaign for the legalization of Saudi women's driving. A half-dozen posted videos online purportedly...