Both supporters and opponents of the bill have held rallies
Arizona's governor has signed into law an immigration bill seen as one of the toughest in the US, despite strong criticism by President Barack Obama.
The bill signed by Governor Jan Brewer will require state police to question people about their immigration status if there is "reasonable suspicion".
The bill - which takes effect in 90 days - also makes it a crime under state law to be in the US illegally.
President Obama has described the law in the US border state as "misguided".
Gov Brewer signed the bill into law live on television, saying it "protects every Arizona citizen".
She said the measure would strengthen border controls in the state, which borders Mexico.
The governor also said she had to act because the federal government had failed to tackle illegal immigration.
"We in Arizona have been more than patient waiting for Washington to act. But decades of inaction and misguided policy have created a dangerous and unacceptable situation."
President Obama said he had instructed the Justice Department to examine if the bill was legal.
He also said Washington should consider enacting immigration reform at the federal level.
"That includes, for example, the recent efforts in Arizona, which threaten to undermine basic notions of fairness that we cherish as Americans, as well as the trust between police and their communities that is so crucial to keeping us safe," Mr Obama said.
Civil rights groups have said they will mount a legal challenge to have the law overthrown on the grounds that it paves the way for widespread discrimination against Hispanics.
One group, the National Council of La Raza, said the bill would turn Hispanics, regardless of their legal status, into suspects in their own communities.
Supporters of the bill say it will help bring illegal immigration under control in Arizona.
The state is the main entry point for undocumented immigrants into the US.