HONG KONG—Pro-democracy protesters made a direct appeal to the U.S. for support in a peaceful mass rally that took marchers past the American consulate, a new strategy after three months of demonstrations have yielded few concessions from the city’s government.

Tens of thousands of protesters, many waving American flags, gathered peacefully on Sunday at a park in the main business district and played the U.S. national anthem before making their way up a hill to the sprawling consular complex.

Many of the protesters called on U.S. lawmakers to pass the Hong Kong Human Rights and Democracy Act, which would impose penalties on Hong Kong or Chinese officials who suppress basic freedoms in the city. The bill, if passed, would demand more scrutiny of Hong Kong’s status as a separate trading partner, a designation that has helped the city thrive as a finance and business hub.

Later Sunday, violence erupted as some protesters set a fire at the entrance to a subway station and smashed windows at others. Police eventually fired multiple rounds of tear gas in a popular shopping district at a small retreating crowd of protesters, forcing bystanders to seek treatment from first-aid volunteers.

The campaign for more-direct U.S. involvement poses a test for the Trump administration, which is in the midst of fragile trade talks with Beijing. The president didn’t initially weigh in on Hong Kong’s pro-democracy movement, but in recent weeks President Trump has urged Chinese President Xi Jinping to meet with the protesters, tied the issue to a trade deal and warned him against using violence to quell the city’s unrest.