A standoff involving police and a crowd of 1,000 at a railway station in Tai Wai in the northern region of New Territories was underway when the tear gas was fired.
In another incident tear gas was fired at protesters who surrounded a police station in the Tsim Sha Tsui district on the northern side of Hong Kong harbour, opposite Hong Kong Island.
The demonstrations are taking place for the ninth week in what began as a response to a proposed extradition law.
However, the protests have expanded to include other grievances and demands for more democratic freedoms.
There have also been demands for the resignation of the territory's leader, chief executive Carrie Lam, and an investigation into complaints of abuses by police.
Protesters blocked an entrance to a tunnel that carries traffic under the harbour in the Hung Hom area.
Earlier marches took place in two areas, Wong Tai Sin and Tai Po, despite police refusing permission for the gatherings.
Parents staged a separate march, which received police approval, calling for better protection for children after people not directly involved in the protests have been caught up in the clashes.
China's ruling Communist Party and Hong Kong leaders are eroding the liberties promised to the former British colony when it returned to China in 1997, the protesters say.
Those opposing the proposed extradition law said it would harm the independence of Hong Kong courts and expose residents to political cases.
The government suspended the proposed law but has not agreed to scrap it indefinitely.
Beijing has branded some protesters as violent radicals spurred on by foreign forces bent on containing China's development.
Police have been accused of using excessive force and ignored calls for help when thugs attacked civilians in a commuter rail station.
In a telephone call to UK Foreign Secretary Dominic Raab, Ms Lam defended her government's handling of the protests which have strained Beijing's relations with Britain.
The British government has called on China to honour the terms of their handover agreement and the freedoms it promises.
Ms Lam told Mr Raab that while her government "respects the diverse views held by members of the public on various issues as well as the freedoms of speech and assembly, it will not let violence and illegal behaviours disrupt public order", said a statement issued by her office.
Several thousand people dressed in black held a sit-in protest for a second day at Hong Kong's busy international airport on Saturday.
The protesters chanted slogans, set up TV sets to show video of recent protests and handed out leaflets explaining the controversy over the proposed extradition law and demands for universal voting rights.