MOSCOW — Russians turned out by the tens of thousands on Sunday to mourn an opposition leader who was murdered only a few steps from the Kremlin, amid fears that his death was just the beginning of a new wave of violence.

Defiant crowds waving Russia’s tricolor flag and carrying signs that said “Propaganda Kills” filed through Moscow’s heart on a grim, drizzly afternoon, making a pilgrimage to the spot where Boris Nemtsov was gunned down under the Kremlin’s watchful towers. The killing was the highest-profile political assassination in Russia during the 15-year rule of President Vladimir Putin.

But although the numbers appeared to rival some of the largest protests during a wave of opposition rallies three years ago, few retained their old hopes for change. Instead, many said they felt more vulnerable than ever after a year in which intimidating and fervent support for Putin following the annexation of Crimea carried an implicit threat against those who disagree.

Demonstrators said Friday night’s slaying was a frightening sign that people who disagree with Russia’s aggressive mainstream risk their lives for saying so publicly. Many said they were now cautious about what they shared with their colleagues or published on social media.

“They really want to instigate fear. And they have been partially successful at doing that,” said Vladimir Milov, a politician who had worked with Nemtsov in recent weeks to organize an opposition rally – but it transformed into a memorial after the murder late Friday night.

“We will need to revisit the whole strategy after what happened,” he said.

Milov said that he and other leaders vowed to stay, but whether they will be as effective without their slain partner was a separate question. He said that the garrulous, charismatic Nemtsov was often the key person who knit together their sometimes fractious parts into a workable alliance.

“It will be much harder to manage this coalition situation without him,” he said.

Moscow police said that 21,000 people had come to the rally, though their numbers are reliably low. Organizers and local media said the figures were closer to 50,000, similar to opposition rallies in 2011 and 2012 that shook the Kremlin. The crowds – young and old, nationalist and pacifist – clogged major arteries in central Moscow to commemorate a 55-year-old physicist-turned-politician who once looked as though he had a shot at the presidency.

Many people at the march said the murder was a turning point – and not for the better. “The overall environment of terror is coming from the television and from people on the streets,” said Vladimir Melnik, 32, who works in finance. “People are starting to hate each other.”

Violent rhetoric streams from Russia’s state-run television networks, with anchors bragging about the nation’s military prowess and whispering dark accusations of genocide in Ukraine. Top leaders have stoked the atmosphere, with Putin warning about a “fifth column” of Russians trying to erode society from within. That blacklist was widely assumed to include Nemtsov, near the top.

After the murder, Putin expressed condolences and vowed to hunt down the killers. But through a spokesman on Saturday he was quick to say that the killing was a “provocation” intended to weaken his own standing.

Investigators say that one of the possibilities they are examining is whether the opposition movement itself arranged Nemtsov’s murder so that it could rally around a martyr. They also suggested the hypothetical involvement of Islamist extremists, foreign agents or business or personal rivals – all possibilities derided by the opposition, who say they have little doubt he was killed because he was one of Putin’s sharpest critics.