How common were Nazi marches in the US during the 1930s?

In the years leading up to the start of WWII, how common were Nazi marches or rallies in the US? Were they reserved for mostly large cities or certain areas of the the country, or could you reasonably expect to hear of them in a small city or town?

For context, over the weekend there was "march" of neo-nazis in a small city near me, and that got me wondering what about the history of such events in my area.

Thanks for any info!