The men were apprehended by security fairly quickly without much incident.
Before the game, about 40 demonstrators across the street from the ballpark protested Arizona's immigration law, chanting "Oppose racism!" and "Boycott Arizona!"
Others stationed closer to the subway exit handed out leaflets that requested Major League Baseball move next year's All-Star game out of Phoenix.
"It's not going to distract me. I'm here to play baseball," Diamondbacks interim manager Kirk Gibson said after his team's 9-6 victory over the Mets. "You have an opinion, I have an opinion. They have the right to say what they want, but it's no distraction."