Riot police broke up protests across Russia on Sunday in support of Kremlin critic Alexei Navalny, detaining more than 5,000 people who had braved the bitter cold and the threat of prosecution to demand he be set free.

In a massive show of force, police imposed a sweeping security lockdown in the heart of Moscow, sealing off streets to pedestrians near the Kremlin, closing metro stations and deploying hundreds of riot police as snow fell...