The US political world has been on edge and concerns about security have been rising across the country since conservative activist Charlie Kirk was fatally shot at a university in Utah.

President Donald Trump's security teams changed the location of his speech to commemorate the 11 September 2001 attack on the US, and are tightening security for a baseball game in New York he plans to attend later on Thursday.

Several universities have been locked down after receiving anonymous threats, and some high-profile figures are boosting their protection, with at least one vowing to carry their own weapons.

Authorities are still searching for the person who shot Kirk, adding to the unease.

President Trump's remarks at the Pentagon, one of the scenes of the major attack 24 years ago, were moved from a more public space to an interior courtyard on Thursday morning "out of an abundance of caution," officials said.