Police were heard to tell anti-Thatcher protesters in Trafalgar Square that Millwall football fans had joined the demonstration and were "throwing bottles of urine" at officers.
Millwall supporters were earlier involved in crowd trouble during the club's FA Cup semi-final against Wigan at Wembley.
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Michael Haines said he wanted to continue his brother's legacy so he would be remembered for his good work rather than his death.
Tomorrow should be a bit quieter in most places, with lighter winds and some lovely winter sunshine.
There will be a widespread frost and ice to watch out for tonight, with some bitterly cold temperatures too.