The news prompted a strike and a deal agreed on Friday by Guy Verhofstadt, the Belgian prime minister, to bring production of a small new Audi to Brussels and save some 3,000 jobs has softened Belgian anger.
Francis Wurtz, a French European parliament member and head of the parliament's left bloc, complained multinationals were making European workers fight each other and accept ever worse conditions.
"If we allow that to happen there will be no social Europe left," he said.
Volkswagen will move production of the Golf to Germany and is demanding Belgian workers boost productivity to ensure they get to make the Audi.
'One big factory'
Hubert Gerards, a 50-year-old VW Brussels worker, came dressed as St Nicholas, the white-bearded figure who spawned Santa Claus and who gives presents to Dutch and Belgian children early in December.
"The bag is empty," said Gerards, who has worked 16 years for Volkswagen. "We have nothing on paper, only promises."
Foreign workers said they had come to show their solidarity with their Belgian counterparts as well as to take a stance against offshoring.
"I think of us as one big factory and so we should fight together," said Wiebke Koepsell, a 27-year-old Volkswagen worker from Hanover who had come with nine colleagues to Brussels.
Police estimated the crowd at the concluding speeches at around 15,000. Organisers said the figure was nearer 25,000.