Kabul, Afghanistan (CNN) -- Violent protests left at least five dead and others wounded Wednesday as demonstrations over Quran burning intensified in Afghanistan.
Police killed four people and wounded 10 others during protests in Parwan province, said Abdul Wassi Sayedkhili, a provincial council official.
Health officials said a fifth person died and 10 others wounded in eastern Nangarhar province.
President Hamid Karzai was "saddened about the civilian casualties during today's demonstrations," his office said.
Karzai noted an investigation will begin Thursday over the killings.
The Qurans were among religious materials removed from a detainee facility at Bagram Airfield. The materials were gathered for disposal and were inadvertently given to troops for burning, Gen. John Allen, commander of NATO's International Security Assistance Force, said Tuesday.
"This was not a decision that was made because they were religious materials," he said. "It was not a decision that was made with respect to the faith of Islam. It was a mistake. It was an error. The moment we found out about it, we immediately stopped and we intervened."
A military official said the materials were removed from the detainee center's library because they had "extremist inscriptions" on them and there was "an appearance that these documents were being used to facilitate extremist communications."
The U.S. Embassy in Kabul went into lockdown as the protests entered a second day Wednesday.
Protesters burned tires and threw rocks outside Camp Phoenix, close to the Kabul International Airport, the U.S. Embassy said in its official Twitter feed. It asked Americans to avoid the area, saying the protests had "turned violent." It also suspended all travel.
On Tuesday, thousands of demonstrators gathered outside a detention facility in Parwan, according to Brig. Gen. Carsten Jacobson, a coalition spokesman.
Jacobson said protesters tried to penetrate the facility, prompting NATO helicopter to launch flares and authorities to fire rubber bullets to disperse the crowds.
A day later in Kabul, about 400 to 500 people rallied, including university students who marched toward the Parliament building, police said.
In Jalalabad, the capital of Nangarhar province, hundreds chanted "Down with America" as crowds gathered near the local airport.
A U.S. warden message said more protests are possible in "coming days," adding that "past demonstrations in Afghanistan have escalated into violent attacks on Western targets of opportunity."
Allen, the coalition commander, offered his apologies Tuesday and issued a directive that all coalition forces in Afghanistan will undergo training no later than March 3 so they can identify religious materials and handle them correctly.
Authorities questioned some troops as part of their investigation, but had not detained anyone, a coalition official said.
"This is not who we are. These are very, very isolated incidents," Allen said.
But Allen's words were not enough to appease angry Afghans who massed outside the Bagram base Tuesday, chanting "Death to America! Death to the Afghan government! Long live Islam!"
U.S. Deputy Defense Secretary Ashton Carter apologized to the Afghan president during a meeting at his presidential palace, according to Karzai's office.
Carter also met with Afghan Defense Minister Abdul Rahim Wardak and several Afghan parliamentarians, offered his apologies to them and "pledged his full support for a joint Afghan-ISAF investigation into the incident," Pentagon spokesman Capt. John Kirby said in a statement.
Photographs surfaced purporting to show the damaged Qurans. A photographer for Agence France-Presse said Afghans who work inside the airfield told him they obtained the Qurans there.
Authorities said local workers first alerted authorities of the incident.
"The workers immediately interfered, pulled material out -- pulled material out that was partly charred and we have seen Korans that were partly charred," Jacobson said.
He said the burnings were "completely unintentional."
Muslims regard the Quran as the absolute word of God. It is so highly revered that many Muslims will not pick up the holy book without ablution, a ritual washing of the hands.
Desecrating the book, such as burning it, is therefore seen as an unforgivable affront -- as an act of intolerance and bigotry.
Last year, when controversial Florida pastor Terry Jones presided over what he called a trial of the Quran and burned a copy, Afghans took to the streets by the thousands. In the northern Afghan city of Mazar-e Sharif, demonstrators stormed a U.N. office and killed 12 people. In Kandahar, three people were killed in one demonstration, and nine in another when police and stone-throwing demonstrators clashed.
American officials vociferously condemned the pastor's act.
In 2010, Afghans protested outside the Forward Operating Base Mirwais in response to an alleged Quran burning inside the base. But coalition forces said the suspected burning was a routine burn-pit session in which military documents are destroyed.
On Tuesday, a leading Islamic scholar urged Muslims not to react violently to desecration.
"What is captured on the pages can be printed again. If they burn 1,000, we can print 10,000. What's the big deal?" said Sheikh Ibrahim Mogra, who chairs the mosques and community affairs committee of the Muslim Council of Britain. "A NATO soldier killing innocent people is far more painful than the burning of a Quran. I would rather they burn 100 Qurans than to hurt one woman or man or child."
CNN's Barbara Starr and Larry Shaughnessy in Washington, Masoud Popalzai in Kabul, Richard Allen Greene in London and Sarah Jones and Ashley Hayes in Atlanta contributed to this report.