The wave of anger against Egypt's ruling military echoed into the night in the nation's second city of Alexandria.
Hundreds of protesters blocked roads near the state security headquarters.
Police in riot gear responded with tear gas.
In Cairo the tax office was the latest casualty of attacks on government buildings.
Witnesses said saboteurs had started the fire.
The building went up in flames as fighting raged outside the interior ministry where rock-throwing protesters battled with police through a cloud of tear gas.
Many blame the government for the deaths of 74 people at a soccer match on Wednesday.
On Friday mourners gathered at the Al Ahli sports club in Cairo to remember those killed at the event in Port Said.
Fans have questioned why the match was allowed to continue while rival supporters hurled stones and fired flares.
They have also pointed out the small police presence despite the tense build-up to the game and previous violence at such a highly-charged fixture.
Some believe the incident was planned and that the military was complicit in it.
Egypt's soccer league has cancelled all games indefinitely and several investigations have been announced by the country's interim prime minister.
So far that hasn't been enough to quell the anger that's brought thousands onto the streets of Egyptian cities in a growing move to oust the ruling generals.
Paul Chapman, Reuters
