No state requires permission to protest. States do require permission to block the streets. However, the courts force such permitting decisions to be neutral to the political message.
That's just factually wrong in the US. ACLU: "If marchers stay on the sidewalks and obey traffic and pedestrian signals, their activity is constitutionally protected even without a permit." There are a few other things to avoid (blocking other pedestrians, using sound amplification devices) without a permit. And of course, private property owners can set their own rules.
