They say they're demanding justice in several recent cases.
Twenty-two-year old Rekia Boyd was shot to death by an off-duty Chicago Police officer.
A lawsuit filed by the family says a detective opened fire without legal justification.
"You can't just sweep this under the rug," Martinez Sutton. "We're not going anywhere. So until someone tells us something, we'll be here standing strong, standing tall."
The independent police review authority is looking into the shooting.