Ferguson burned through the night despite pleas for calm from President Barack Obama and the family of Michael Brown.
Obama said that some Americans might be angry, but they need to accept the grand jury's decision.
"We are a nation built on the rule of law, so we need to accept that this decision was the grand jury's to make," Obama said. He echoed Brown's parents in calling for any protests to be peaceful.
Officer Darren Wilson's fatal shooting of Brown during an August 9 confrontation ignited a fierce debate over how police treat young African-American men.
The vast majority of protesters had left the streets by late last night but looting and gunfire still were reported well after midnight.
St Louis County Prosecuting Attorney Bob McCulloch stressed that the grand jurors, who had met weekly since August 20, were "the only people who heard every witness ... and every piece of evidence." He said many witnesses presented conflicting statements that ultimately were inconsistent with physical evidence.
Thousands protested from Los Angeles to New York, leading marches, waving signs and shouting chants of "Hands Up! Don't Shoot," the slogan that has become a rallying cry in protests over police killings.
Brown's family released a statement saying they were "profoundly disappointed" in the decision but asked that the public "channel your frustration in ways that will make a positive change. We need to work together to fix the system that allowed this to happen."
Authorities released more than 1,000 pages of grand jury documents, including the testimony of Wilson, who hasn't been seen publicly since the shooting.
Wilson told jurors that he initially encountered Brown and a friend walking in a street and, when he told them to move to a sidewalk, Brown responded with an expletive. As he tried to open his police car's door, Wilson said Brown slammed it back shut.
The officer said he then pushed Brown with the door and Brown hit him in the face. Wilson, saying he feared Brown could "knock me out or worse," warned he would shoot if Brown didn't back away.
Wilson said Brown immediately tried grabbing his gun, then fled, and Wilson gave chase. Brown then turned around to face Wilson.
Witness accounts were conflicted about whether Brown charged back toward Wilson before he was fatally shot, or whether Brown's hands were raised, McCulloch said.