Protesters say they will not leave until Mr Samak's government resigns.
There were minor clashes earlier on Friday after police tried to serve a court order for their eviction.
But the police suddenly pulled back their forces.
As well as the thousands of protesters in Bangkok, demonstrations are also said to have taken place at two major airports in the south of the country.
Phuket airport has closed, and there were reports of blockades at Krabi and Hat Yai. Reports suggested protesters were planning to mount similar actions at Chiang Mai and Chiang Rai in the north.
Some rail workers have gone on strike in support of the protests and to demand better work conditions.
Service has been disrupted on lines from Bangkok to the country's north-east, stranding thousands of passengers.
And union leaders - reportedly including that of flagship airline Thai Airways - have called for workers to join in. Strikes at state industries are banned, but unions get around the ban by urging their members to take sick leave.
Protesters tussle with police in Bangkok
Rumours of an impending coup have been circulating in Thailand throughout the week, our correspondent says.
For three days Gen Anupong has deliberately kept his forces above the fray.
But on Friday he decided to step in - insisting the military would not mount a coup, but also calling on the government to negotiate with protesters.
The position of Prime Minister Samak Sundaravej, who had hoped he could tough out these protests, now looks precarious, our correspondent says.
This crisis began on Tuesday, when thousands of PAD supporters took to the streets of Bangkok and forced their way into government buildings.
The PAD was originally formed in the months before the 2006 coup, to demand Mr Thaksin's resignation - and it has re-emerged now that the country is being led by his former ally Mr Samak.
It has a passionate following in parts of the country, especially Bangkok, and some powerful backers among the elite, our correspondent says.
But it has little support in most rural Thailand, which voted strongly for Prime Minister Samak, and Thaksin Shinawatra before him.
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