The Leave A Light On gatherings are taking place in Aberdeen, Dundee, Glasgow and Stirling, among other locations, as participants send a message to the EU not to forget Scotland.
Scots voted by 62% to 38% to Remain in the EU, while the overall UK result in the 2016 referendum backed Leave by 52% to 48%.
In Glasgow, pro-EU campaigners will gather at the Donald Dewar statue on Buchanan Street ahead of the official departure time of 11pm.
Organisers The Glasgow Loves EU group said: "We will always be Europeans and we are determined to keep our links with Europe strong and are keen to celebrate what unites us."
Earlier on Friday a well known city landmark - the Duke of Wellington statue outside the Gallery of Modern Art - had its traditional orange traffic cone replaced by one in the blue and yellow of the EU flag.
In nearby George Square, unionist group A Force For Good plans a Brexit "celebration" from 10.30pm, with attendees urged to "bring your flags and friends".
SNP MPs Joanna Cherry and Tommy Sheppard are among the speakers expected, and organisers plan a candlelit vigil and a farewell march with EU flags on display.
A giant sand art display at Portobello beach outside the city read 'Scotland Loves Europe', while two Scottish Government buildings, St Andrew's House and Victoria Quay, were due to be lit in the colours of the EU flag.
The flag will continue to fly at the buildings, as well as at Scotland House in Brussels, and at Holyrood after MSPs overturned a decision to take it down.
First Minister Nicola Sturgeon said in a speech on Friday that the UK's departure from the EU would be a "moment of profound sadness" for many, and "tinged with anger" for the majority of Scots who did not vote Leave.
The day also saw External Affairs Secretary Fiona Hyslop launch a paper covering Scotland's plans to continue working with the EU over the next five years.
While Health Secretary Jane Freeman wrote a letter to each of Scotland's health boards urging all EU nationals working in Scotland's NHS to stay.
A group of high-profile figures in Scotland meanwhile put their name to a statement condemning Brexit.
Signatories include Lord Kerr of Kinlochard, the author of Article 50, former first minister Henry McLeish, ex-Liberal Democrat leader Sir Menzies Campbell, and actor Brian Cox.