Thousands of immigrants gathered at rallies across the state Monday as part of a national day of action billed as a “campaign for immigrants’ dignity.” Police estimated that some 4,000 people attended a rally outside the Capitol in Lincoln, where protesters carried U.S. flags and those from Mexico and other nations. Shouting “Si se puede!” — Spanish for “Yes we can!” —the crowd in Lincoln stretched three city blocks as it approached the west side of the Capitol. They were to later march to the federal building in downtown Lincoln. With an overhaul of immigration law stalled in Congress, demonstrators...