Republican candidate Donald Trump was briefly rushed off the stage by Secret Service agents at a rally in Reno, Nevada in a false alarm.
A man holding a sign saying Republicans Against Trump was tackled by security agents, after shouts that he had a gun.
Mr Trump returned to the stage minutes later.
The Republican candidate says he is going to target states seen as Democratic strongholds ahead of Tuesday’s election.
He is set to visit Pennsylvania, Michigan and also Minnesota, which has not voted Republican since 1972.
Both candidates have been making late changes to their travel schedules as falling poll numbers for Mrs Clinton in some key Democratic-leaning states present what the Trump campaign sees as new opportunities.
Hillary Clinton remains ahead in most national polls.
‘There is no gun’
On Saturday evening, Mr Trump had stopped speaking at the Reno rally after seeing something in the auditorium.
He was grabbed by two agents, who rushed him off stage, while the protester was held down and searched.
When he resumed his speech, Mr Trump said: “Nobody said it was going to be easy for us… I want to thank the Secret Service.”
The Secret Service later confirmed that someone in front of the stage had shouted “gun”, but that “upon a thorough search of the subject and the surrounding area, no weapon was found”.
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Austyn Crites, the man at the centre of the disturbance, said he was attacked when he brought out his sign.
“I keep repeating – I’m down, someone is trying to choke me – and I’m saying to these people; ‘There is no gun, I just have a sign’,” Mr Crites explained after the incident.
At the scene: The BBC’s James Cook in Reno, Nevada
For a moment here in Reno, a political campaign simmering with tension and bubbling with resentment boiled over. As shouts of “gun” rang out and Donald Trump was hustled from the stage there was panic at the front of the packed hall. Some people dived to the floor, others ran for the exits.
A few journalists who left the media pen and headed towards the commotion were treated to manhandling and verbal abuse. There was no gun, of course, and the drama quickly subsided.
Drowned out by the commotion was an allegation of ballot-rigging which Mr Trump had made a few minutes earlier. The Republican claimed that some early voting stations in Nevada had been kept open “for hours and hours beyond closing time” to allow Democratic voters to be brought in by bus.
It was a reminder that this election is already well under way. More than 40 million Americans have voted early. In states which can provide a path to the White House, the data suggests that Hillary Clinton has the edge. But history is littered with errant polls and, as we saw today in Reno, unpredictable events.
Earlier, Mr Trump had started off a four-state swing in Florida, where rival Hillary Clinton also campaigned.
She unveiled an advert to run in nearly a dozen states, set to the Katy Perry song, Roar.
Mrs Clinton later appeared with Perry at a rally in Philadelphia, Pennsylvania, where the Democratic presidential candidate urged the crowd to vote.
“When your kids and grandkids ask you what you did in 2016,” Mrs Clinton said, “I want you to be able to say, I voted for a better, stronger, fairer America.”
Perry, who took to the stage to sing the song Nasty, said she was looking forward to election day. “Tuesday’s going to be fun,” she said, “but Wednesday is going to be better.”
Opinion polls suggest Mrs Clinton is still ahead in key states.
But she has seen her lead slip following last week’s FBI announcement that it was looking into emails that may be connected to her use of a private email server while she was secretary of state.
A nationwide McClatchy-Marist opinion poll on Saturday gave her a one point lead, compared to six in September.
A YouGov polling estimate on Saturday gave her a three-point lead.
More than 40 million early voters have already cast their ballots. Reports suggest many more Latino voters are turning out early in battleground states including Florida, Arizona and Nevada compared to past elections.
Analysts in Nevada say the Democrats appear to have taken a significant lead there because of the early ballots.
Donald Trump told a rally in Tampa, Florida: “We’re going into what they used to call Democrat strongholds, where we’re now either tied or leading. We’re going to Minnesota, which traditionally has not been Republican at all.”
Pennsylvania and Michigan are also both on his agenda and they too have been tough states for Republicans. They have not won them since 1988.
Florida is an important state, particularly for Mr Trump, with many seeing it as a must-win. Candidates need 270 electoral college votes to win the presidency. Florida is worth 29.
The contest appears to be tight. Real Clear Politics’ poll average puts the Democratic candidate ahead, but poll analysis website FiveThirtyEight says Mr Trump has a slightly better chance of winning the state.
Mrs Clinton’s campaign has revealed she will do a two-minute national TV commercial on Monday night which they expect will reach a combined audience of 20 million people.
She has been relying heavily on A-list supporters – on Friday in Cleveland it was singer Beyonce and rapper husband Jay Z.
After Katy Perry, she will take the stage with basketball star LeBron James in Cleveland on Sunday.
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Mr Trump says he does not need star endorsements.
“We do it the old-fashioned way,” he said on Saturday.
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US election 2016: Trump rushed off stage by security