Organizer Olga Kurnosova said Monday that city officials had tried to force her to stop the show in St. Petersburg -- President Vladimir Putin's hometown -- while firefighters threatened to close down the Glavklub concert hall in the city center claiming safety violations ahead of Sunday's "Free Pussy Riot Fest."
About 1,000 people attended the show headlined by Russian rock protest bands DDT and Televizor, whose songs have long riled Soviet authorities and Putin's Kremlin.
The proceeds from the show will be donated to Pussy Riot and other political activists sentenced to jail under Putin, Kurnosova said.
DDT frontman Yuri Shevchuk compared the spiraling Kremlin crackdown on political protests to Soviet-era repression of dissidents.
"In 1992, we participated in a festival against political repression," he told the audience. "Twenty years have passed, but it seems almost nothing has changed."
Shevchuk took an active role in last winter's street protests, addressing crowds from the stage and playing an acoustic set to a hundred-thousand-strong rally in freezing weather.
Several younger rock bands and rappers voiced their support for Pussy Riot from the stage Sunday, and some spectators were seen wearing balaclavas -- the feminist band's trademark headwear.
Dozens of riot policemen surrounded the festival venue and detained four people afterward for alleged jaywalking, Russian media reported.
Three members of Pussy Riot were sentenced to two years in jail in August for a "punk prayer" against Putin in Russia's largest cathedral. The trial provoked an international outcry, and a string of Western pop stars, including Paul McCartney, Madonna and Peter Gabriel, have urged Russian authorities to free the young women.
More than 100 Russian intellectuals, including rock musicians, writers and film stars, signed an open letter to the Kremlin in July saying that the trial would divide Russia.
However, a handful of Russian celebrities, including pop stars frequently seen on Kremlin-controlled national television networks, condemned the band's performance as "blasphemous."
Pussy Riot grew from the St. Petersburg-based Voina (War) art-protest group. Among the group's most noted acts was the drawing of an enormous phallus on a drawbridge in St. Petersburg opposite the headquarters of the Federal Security Service, the main KGB-successor agency.