From Envirowiki

Most Countries allow their citizens, at least in theory, the right to protest. Often this right is ignored by the government as it suits.

[edit] Australia

SUMMARY OFFENCES ACT 1988 - SECT 23: Authorised public assemblies - you can have a moving protest any time you want, as long as you notify the police commissioner 7 days before hand, but you probably should read and understand the actual bill first.