As many as 8,000 opponents of Arizona's new immigration law marched downtown Tucson, to a May Day rally in Armory Park on Saturday morning. Protesters gather outside the Arizona Capitol Saturday, May 1, 2010 in Phoenix to protest Arizona's controversial new immigration bill. Activists said outrage over Arizona's controversial immigration law 'awakened a sleeping giant' Saturday as rallies demanding federal immigration reform kicked off in cities across the country.