In Moscow, meanwhile, around 50,000 people rallied in protest against Russia's intervention.
Waving both Ukrainian and Russian flags and shouting slogans heard during the anti-government protests in Kiev, the demonstrators urged Russian President Vladimir Putin to pull troops back from a Cold War-style confrontation.
The second successive day of deadly unrest that has now claimed three lives in the mainly Russian-speaking east of Ukraine came hours after Moscow, whose forces have seized control of Crimea, warned that it reserved the right to "protect" compatriots in the whole of Ukraine.
US Secretary of State John Kerry on Friday failed to either avert Sunday's Crimea ballot or win Russian Foreign Minister Sergei Lavrov's assurance that Moscow may delay annexing the Black Sea region that Ukraine only received as a "gift" from Soviet leader Nikita Khrushchev in 1954.
The rugged Black Sea peninsula home to two million mostly Russian speakers and the base of tsarist and Kremlin navies since the 18th century - is widely expected to vote in favour of joining Russia after its lawmakers declared independence from Kiev earlier this month.
The referendum comes weeks after a pro-Kremlin regime was toppled in Kiev after months of deadly protests and replaced with Western-leaning leadership, which has denounced Sunday's vote as illegal.
But Moscow, whose troops seized control of Crimea in the days after Ukraine's president was ousted, strongly backs the referendum despite international condemnation and a new round of painful sanctions against top Russian officials that Washington and EU nations are expected to announce as early as Monday.
The latest deadly violence flared on Friday evening in Kharkiv when a group of nationalists opened fire on pro-Russian supporters in the heart of the eastern industrial city of 1.4 million.
No one was hurt but police said the pro-Russians then chased the gunmen to the headquarters of a far-right group called Patrioty Ukrainy (Ukrainian Patriots) - an offshoot of the Pravy Sektor (Right Sector) organisation that was at the heart of the Kiev anti-government protests.
Police said a pro-Russian protester and a passerby were killed when the nationalists holed up inside the building opened fire. Six others were hurt - including one officer - when police arrived at the scene.
The group of about 30 gunmen eventually gave up their arms and handed themselves over to the police.
The Russian foreign ministry's human rights pointman Konstantin Dolgov urged Kiev in a tweet to immediately ban all organisations "inciting inter-ethnic hatred".
The Kharkiv clashes came one day after a 22-year-old man was killed in another eastern city of Donetsk when 2,000 pro-Russian supporters attacked a smaller group rallying on the same square in the defence of Ukraine's sovereignty.
Ukraine's acting president Oleksandr Turchynov blamed the Donetsk death on thugs "sent in" from Russia.
The worst standoff in East-West relations since the 1989 fall of the Berlin Wall found no solution when Kerry and Lavrov locked horns in six-hour talks in London that ended in a handshake and an agreement that the two sides still remained far apart.
"We have no common vision of the situation," Lavrov grimly told reporters.
A US diplomat said Kerry found himself at check-mate when Lavrov "made it clear that President Putin is not prepared to make any decision regarding Ukraine until after the referendum on Sunday."
That timing is far too late for US officials who accuse Crimea's separatist leaders and their Kremlin backers of holding the vote at "gunpoint".
Moscow's troops and Crimea's pro-Kremlin militia have encircled Ukraine's military bases and are keeping its ships from going out to sea in an operation Putin says is aimed at "protecting" the Russian speakers from armed nationalists who he says have been given free rein by the new Kiev government.
Lavrov had assured Kerry on Friday that Moscow "has no, and cannot have, any plans to invade the southeast region of Ukraine" while remaining firmly stationed on the Black Sea peninsula.
But Lavrov also gave one of Russia's strongest hints to date that the Kremlin intended to put Crimea under its control."Everyone understands - and I say this with all responsibility - what Crimea means to Russia, and that it means immeasurably more than the Comoros (archipelago) for France or the Falklands for Britain," Russia's top diplomat said.
The European Union will debate travel bans and asset freezes on Monday against Russian officials held responsible for threatening Ukraine's territorial integrity.
The White House has been moving toward punitive measures faster than its European allies - whose financial and energy sectors are tightly intertwined with Russia's - and has already approved visa restrictions and financial penalties on Moscow officials.