In Copenhagen, Denmark, about 100 people attacked the embassy and police with stones, Copenhagen police spokesman Mads Firlings said.
The police initially responded with pepper spray and then called in reinforcements, including police dogs, he said. Four demonstrators were arrested, and one officer was lightly wounded, he said.
The demonstrations began peacefully but turned violent when a representative of the Iranian Embassy "provoked the demonstrators" with "very bad words in Persian," said Hilsen Mahmoud, the demonstration organizer and a member of the group Free Iran Society.
In response, the demonstrators attacked the embassy, he said.
In Stockholm, Sweden, demonstrators at the Iranian Embassy pelted the building with rocks and Molotov cocktails, police said.