Russia's federal investigative agency said it was looking into several possible motives for Nemtsov's killing.
The first possibility, the Investigative Committee said, was that the killing was aimed at destabilizing the political situation in Russia and Nemtsov was a "sacrificial victim for those who do not shun any method for achieving their political goals."
This suggestion echoed comments by Putin's spokesman and other Russian politicians that the attack was a "provocation" against the state. The consensus of political commentators on state television was that the killing served the interests of Russia's enemies.
As a former deputy prime minister and longtime politician, Nemtsov retained strong ties among Russia's political and business elite, making his killing additionally shocking.
He was killed just hours after a radio interview in which he denounced Putin's "mad, aggressive and deadly policy of war against Ukraine." Nemtsov was working on a report presenting evidence that he believed proved that Russian servicemen were fighting with the separatists in Ukraine, despite official denials.
Yashin said it was unlikely the report would ever be published because investigators who searched Nemtsov's apartment after his death took away his laptop.
TV Center, a station controlled by the Moscow city government, broadcast a poor-resolution video from one of its web cameras that it said shows Nemtsov and his female companion shortly before the killing. The station, which superimposed its own time code on the footage, circled figures that it said were Nemtsov and the woman walking across the bridge on a rainy night. A snowplow that moved slowly behind the couple obscured the view of the shooting. TV Center then circled what it said was the suspected killer jumping into a passing car. The authenticity of the video could not be independently confirmed.
Investigators said Sunday that they were again questioning the woman, Ukrainian citizen Anna Duritskaya, who was with Nemtsov when he was killed. LifeNews, a television station with ties to the security services, said Duritskaya told investigators that she was in shock and could not remember what the killer looked like or the car he was in.
The Interior Ministry said it was offering 3 million rubles (nearly $50,000) for information about the killing.
US Secretary of State John Kerry said the United States had no intelligence on who was being the shooting. "The bottom line is we hope there will be a thorough, transparent, real investigation, not just of who actually fired the shots, but who, if anyone, may have ordered or instructed this or been behind this," Kerry said Sunday on ABC's "This Week."
Another mourning march for Nemtsov was held earlier Sunday in St. Petersburg, drawing what police estimated was 6,000 people.
Nelly Prusskaya, a 66-year-old doctor, said she came to pay her respects to Nemtsov.
"I also came to say that I'm against the war in Ukraine," she said. "I'm against political murders."
Most Russians support Putin's policy in Ukraine. Since the annexation of Crimea a year ago, support for Putin has been more than 80 percent.