On Saturday afternoon, they stood outside of the Chicago Police 16th District Headquarters.
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The 22-year-old was killed March 31, gunned down as he ran away from Chicago police in Portage Park.
Police body camera video, released by the Civilian Office of Police Accountability, shows Alvarez running away from officers with a weapon in his hand.
"He got scared and ran, and he had a gun on him, but he never pulled it out on anyone," Alvarez's cousin Roxana Figueroa said.
Community members are calling for further investigation.
RELATED: Chicago officer who fatally shot Anthony Alvarez investigated for road rage incident, sources say
"I think it was a misuse of police force," said Chris Coley, a Northwest Side resident.
Counter protestors came by to show their support for the police, as well Sunday.
"This is a dangerous city, and we are putting it all on their backs," Alderman Anthony Napolitano said.
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The police officer who shot and killed Alvarez was identified as Evan Solano.
Multiple sources told the ABC7 I-Team that Solano is also the man captured in cell phone video recorded last week in Logan Square.
That video shows the 29-year-old officer, with a gun in his hand, arguing with another driver. The incident is now part of an internal investigation by the Chicago Police Department.
WATCH | Raw video of Logan Square road rage incident
RAW VIDEO: CPD investigating road rage incident involving officer
Alderman Raymond Lopez said these incidents could increase due to officers' heavy workload.
"Their fuses are getting shorter and shorter because they are worked hard, seven days in a row and 12-hour shifts," Lopez said.
The Alvarez family said this video is yet another example of poor police conduct.
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"This dude has anger problems and anger issues," Figueroa said.
RELATED | CPD officer who fatally shot Anthony Alvarez has 4 complaints, watchdog group says
The Fraternal Order of Police said Officer Solano pulled out his weapon to protect himself.
"So now every time that Evan Solano is involved in an incident they are going to be out here, saying, 'look, see," FOP President John Catanzara said.
Alvarez's family is still calling for the removal Solano's badge.
Solano is still on administrative duty.
COPA is recommending that he be stripped of his police powers as it investigates the Alvarez shooting.