The financial district of the capital Manama remained deserted, with shops and malls closed. Sunni and Shia Muslim vigilantes filled the streets after hundreds of troops from Saudi Arabia rolled in.
Troops from Saudi Arabia and the United Arab Emirates have been arriving in Bahrain since Monday, to help control the pro-democracy protests that have shaken up the country for the past month.
Thousands of protesters marched towards the Saudi embassy on Tuesday, some wearing white to proclaim their readiness to die as martyrs, and chanting slogans against the king. They called for unity between Sunnis and Shia Muslims.
In the south of the country, a member of Bahrain's security forces was killed when he was run down by a protester driving a car, the ministry of interior says.
Meanwhile in the Shia Muslim area of Sitra, a protester died of head wounds, medics say, without disclosing how he received the injuries.
More than 200 people were also wounded by gunfire between Shia villagers and police-backed "armed gangs", said a hospital medic in Sitra.
Saudi Arabia’s Sunni government said it had responded to Bahrain’s call for help under a mutual defence pact of the six-country Gulf Cooperation Council.
Bahrain is a primarily Shia country, but has been ruled by a Sunni dynasty for over 200 years.