Hundreds of thousands of mourners marched through Belgrade on Saturday behind the casket of Prime Minister Zoran Djindjic while the hunt for his assassins moved beyond Serbia's borders.

A band playing dirges led tearful crowds from the Saint Sava Temple to the cemetery where Djindjic, gunned down Wednesday in downtown Belgrade, was buried. The procession passed through Belgrade streets where Djindjic had led masses that helped him topple former Yugoslav President Slobodan Milosevic, now on trial for war crimes.

Djindjic, 50, was instrumental in ousting Milosevic in 2000 and extraditing him to the U.N. tribunal in The Hague, Netherlands, a year later. That, along with his pro-Western stance and recent declaration of war on organized crime and corruption, made him many enemies.

The government has accused an underworld clan and other allies of Milosevic of orchestrating Djindjic's killing as he stepped out of his armored car in front of Belgrade's government building.

Several suspects fought in Bosnia during the 1992-1995 war and have contacts in the country. On Saturday, police wearing masks and accompanied by search dogs raided a construction company in Pale, a Bosnian Serb village near the capital, Sarajevo.

They were looking for information that could lead them to Djindjic's killers, said Zoran Glusac, a Bosnian Serb police spokesman.

The peace agreement that ended the war in Bosnia left the country divided into a Serb republic and a Muslim-Croat federation. The Serb republic's government declared Saturday a day of mourning and expressed support for a regional fight against organized crime.

The funeral procession in Belgrade was the biggest since the death of former Yugoslav communist leader Josip Broz Tito in 1980. Police estimated that up to 500,000 people participated in Saturday's march, many carrying candles and placing flowers along the path.

At the church service before the procession, Djindjic's wife, Ruzica, and children Jovana, 13, and Luka, 10, stood before the wooden coffin draped in a red, blue and white Serbian flag, covered with a golden Orthodox cross and decorated with lilies.

Family members kissed a wooden cross and wept as Djindjic's coffin was lowered into the ground at Belgrade's main cemetery.

George Papandreou, the Greek foreign minister whose government currently heads the European Union, said at Djindjic's grave, "I solemnly make this pledge to you Zoran and to Serbia ... you will be a part of our Europe. We pledge to make your dream a reality. Adieu, my friend."

Zoran Zivkovic, a Djindjic ally who is expected to be nominated as his successor, pledged to continue on his democratic course.

"We will finish your work and stay on the path you marked for all of us," Zivkovic said at the grave. "We will change nothing in the aims and goals you set for this country."

Still, people marching on the streets expressed widespread fear that the assassination could lead to renewed tensions and political instability in a volatile region broken apart by war and suffering under Milosevic.

"I am worried for the future of my children," said Dusica Susic, 27. "There can be no prosperity in a country where prime ministers are slain."

Finance Minister Bozidar Djelic, a close aide to Djindjic, compared the murder to the assassination of President Kennedy, saying both "had everything: wonderful families, a clear vision, courage and great intelligence."

Heavily armed police ringed the temple and Belgrade streets, and plainclothes police officers were deployed inside, where German Foreign Minister Joschka Fischer, European Commission President Romano Prodi and former U.S. Secretary of State Lawrence Eagleburger were among those attending.

Authorities declared a nationwide state of emergency following the assassination, allowing suspects to be arrested without warrants and detained for up to 30 days without charging them.

Authorities have detained 188 people, including seven arrested Saturday in the small town of Malo Crnice in southeastern Serbia. Police said the suspects arrested Saturday had an unspecified amount of weaponry, a night-vision device and several luxury cars.

Police said Mladjan Micic, an alleged member of Zemun Clan, was among those detained. The criminal group, named for a Belgrade suburb, is suspected of being behind the assassination.

On Friday, police started demolishing the group's headquarters.

During Milosevic's regime, underworld figures, war criminals and war profiteers formed close ties. Authorities said they now had joined forces to prevent Djindjic's efforts to battle crime and bring war crimes suspects to justice.

Serbian Interior Minister Dusan Mihajlovic said police had identified Djindjic's killers and their accomplices. A police drawing of an alleged sniper was shown on Belgrade television networks Saturday.

But Zemun Clan chiefs -- among them warlord Milorad Lukovic -- remained at large, and authorities appealed to the public for information on their whereabouts.