The largest rally took place in the northern Baghdad suburb of Sadr City, where hundreds of men dressed in combat fatigues and carrying assault rifles marched in military formation.
Moqtada al-Sadr is believed to have command of more than 10,000 fighters, most of whom have volunteered to fight alongside Iraqi security forces against rebels led by the Islamic State in Iraq and the Levant (ISIL) group.
Both the Iraqi government and Shiite religious authorities have called on Iraqi people to volunteer to fight a rebellion that has taken over big chunks of the country, including the cities of Mosul and Tikrit.
On Saturday, rebels led by ISIL seized a border crossing with Syria near the town of Qaim about 320kms from Baghdad, leaving about 30 Iraqi soldiers dead, AP reported.
Iraqi Prime Minister Nouri al-Maliki has faced pressure from inside and outside the country to form an inclusive government.
Meantime, the country's highest Shiite authority, Grand Ayatollah Ali al-Sistani, called for a "broad" government that would "avoid past mistakes."