A few hundred Egyptian protesters marched to the U.S. Embassy in Cairo.
"USA, you will pay!" chanted more than 100 demonstrators outside the U.S. Embassy in London.
A Western intelligence official said no concrete threat had emerged that authorities considered credible. "There have been mentions of shootings, bombings, and random violence, though it is not surprising, given bin Laden's death," the official said, speaking on condition of anonymity.
Navy SEALs killed bin Laden early Monday in a covert operation in the military retirement community of Abbottabad, Pakistan.
The Pakistani government, under international scrutiny for its failure to find bin Laden in a town so close to the country's capital, arrested 40 people in Abbottabad for suspected links to the terrorist leader.
A senior U.S. defense official said information seized from the hideout revealed that top al-Qaeda commanders and other key insurgents are scattered throughout Pakistan, not just in the rugged areas at the country's border with Afghanistan, and that they are being supported and given sanctuary by Pakistanis.
To a large extent, the Arab Spring uprisings have sidelined al-Qaeda, proving that peaceful protests can be more effective than bombings in forcing out repressive regimes. Al-Qaeda had vowed early on to fight the authoritarian leaders of Saudi Arabia and other U.S. allies, but had little success.
The al-Qaeda statement on bin Laden's death said that a message he had recorded the week before he was killed would be broadcast soon. The message, as it was described in the statement, links the Arab uprisings to bin Laden's own version of jihad.
