Russians turned out by the tens of thousands 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 reading “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 attendance appeared to rival some of the largest protests during a wave of opposition rallies three years ago, few people 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 after the annexation of Crimea carried an implicit threat against those who disagree.

[ Related: Putin’s year of success and failure — on Ukraine, NATO and the West ]

Those who braved Sunday’s gloomy weather said the slaying late Friday was a frightening sign that people who disagree with Russia’s aggressive mainstream risk their lives for saying so publicly. Many said they are cautious about what they share with their colleagues or publish 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 that transformed into memorial for Nemtsov. Milov said many Kremlin critics are now thinking about leaving Russia, convinced that killers will soon come for them, too.

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

Milov said that he and other leaders have vowed to stay but that whether they will be as effective without their slain partner is a separate question. He said 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 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 his condolences and vowed to hunt down the killers. But through a spokesman Saturday the president was quick to say that the killing was a “provocation” intended to weaken his 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 members of the opposition, who say they have little doubt Nemtsov was killed because he was one of Putin’s sharpest critics.

[ Watch: Investigation begins in Nemtsov murder ]

Authorities have searched Nemtsov’s Moscow apartment and confiscated many of his files as well as his computer, his friends said. His office in Yaroslavl, 150 miles northeast of Moscow, was searched Sunday, according to local news stories.

Nemtsov, an energetic Westernizer who barnstormed through Russia in the 1990s and helped usher in his nation’s chaotic form of capitalism, rose as high as deputy prime minister under President Boris Yeltsin. In his later years, he consistently criticized Putin, irking the Russian leader over issues such as corruption and the conflict in Ukraine.

Though he expressed fears for his safety, he had always gambled that his past service to the Kremlin and his tight connections to the political and business elite provided a sort of immunity, friends say.

There were no serious incidents reported during the Sunday march, but authorities showed little sign of conciliation. A Ukrainian lawmaker who attended the rally was detained because police said he was suspected of “crimes against Russian citizens” in connection with a May 2 fire in Odessa, Ukraine, that killed nearly 50 pro-Russian protesters. Alexei Honcharenko, an ally of Ukrainian President Petro Poroshenko, faced legal proceedings Monday, his attorney said.

Investigators also were forcing Nemtsov’s girlfriend of three years, the Ukrainian citizen Anna Duritskaya, to remain in Moscow against her will, her attorney, Vadim Prokhorov, said. Prokhorov told Russian news outlets that she was under heavy guard as an eyewitness in the case and that she was not being allowed to return home to Ukraine.

Her mother, Inna Duritskaya, said her daughter had told her that on Nemtsov’s final night, he wanted to walk home from dinner in the tony GUM department store on Red Square rather than take a taxi.

“As they were walking along the bridge, Anna was holding him by the hand,” Inna Duritskaya told the Russian Interfax news agency. “Then she heard a popping sound and felt Boris going limp and falling.”