More than 500 demonstrators held a religious service on the Ellipse and then marched down Constitution Avenue to the Capitol yesterday, protesting last month's killings of three American nuns and a lay woman in El Savador and continued U.S. aid to that war-torn Latin American country.

Gathering at noon on the snowcovered Ellipse in temperatures that dipped to seven degrees on the windchill index, about 200 demonstrators, mostly Americans, sang hymns and protest songs in memory of nuns Ita Ford, Maura Clarke and Dorothy Kazel, and lay worker Jean Donovan, whose hastily buried bodies were found in a shallow grave in a cow pasture near San Salvador on Dec. 4.

On a make-shift altar were pictures of the four women, attached to mock coffins. Clergymen and woman from around the U.S. and Latin America were there, said the Rev. Jovelino Ramos of Brazil, of the National Council of Churches, "to protest the deaths of the four [women] and the 10,000 [other killed in El Salvador this year]."

By 1:30, when the march began, the crowd swelled to more than 500, but remained orderly. Walking down Constitution Avenue under the protection of a phalanx of District police officers, they chanted, "1, 2, 3, 4, U.S. out of El Salvador," hoping to persuade President Carter not to resume military aid to that country. They continued their protest at the Capitol for another two hours.

The State Department's Latin America bureau, despite the objections of its embassy in El Salvador and the known reluctance of Secretary of State Edmund Muskie, has recommended presidential approval of a resumption of military aid to the Central American nation.