HONG KONG—Hong Kong's pro-democracy forces got a shot in the arm from a day of marches and a night of protests in the city, raising the possibility of more demonstrations later this year.

Police arrested 511 people at an overnight sit-in in Hong Kong's Central business district Wednesday morning after thousands of protesters—organizers estimated 510,000, while police said the crowd hit 98,600 at its peak—marched across the city on Tuesday on the anniversary of Hong Kong's handover to China.

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