Anti-Wall Street protesters hunkered down at encampments in New York and Washington Saturday as they faced their first winter weather test, with a rare early snowstorm hitting the US east coast.

"Snow, what snow? I've got a country to worry about," read a sign at New York's Zuccotti Park held by a girl as snow and sleet pelted downtown Manhattan, where demonstrators have gathered to protest and call for financial reform since September 17.

The rare early snowfall in New York -- only the fourth time in 135 years that flakes fell in the city in October, according to the National Weather Service -- did not appear to dissuade the protesters living in tents.

"We will put some salt. There are people giving information about low temperatures and camping," protester Brian Majdanik, 27, told AFP.

The busy kitchen at the Zuccotti Park camp churned out steaming soup and hot drinks for shivering residents.

Close by, at New York's City Hall, a small diverse crowd of public transport workers and immigrant rights activists gathered to show support for the Occupy Wall Street movement, listening to speakers as police looked on.

"On this cold day, Occupy Wall Street needs our support," Charles Jenkins of the Transit Workers Union Local 100 union told AFP.

In the US capital, about 50 persons marched from the protesters' camp at downtown McPherson Square to the nearby Treasury building and the White House, as sleet fell.

"We're cold, we're wet -- cancel the debt!" they chanted. "Heal America, tax Wall Street!"

"We are marching to the Treasury and the White House to demand a tax on big banks for basic human needs such as housing, food, health care, jobs, food, education," said activist James Ploeser.

"This is a nationwide action and I think it is going to have an impact on the world leaders," he said.

US forecasters have issued a winter storm warning for large parts of the northeast, in effect until 6:00 am (1000 GMT) Sunday, predicting heavy snow, freezing temperatures and strong winds.