Clinton began her day at a rally at Yale University in the north-eastern state of Connecticut before heading to Massachusetts.
A total of 24 US states are holding primaries or caucuses on 5 Feb
It is the day when the largest number of nominating delegates for both Republicans and Democrats are up for grabs
52 per cent of Democratic delegates and 41 per cent of Republican delegates are at stake
Key states include California - with the most amount of delegates for a single state - Georgia, Illinois and New York
Started in 1988 after some southern US states decided to hold primaries simultaneously to boost southern influence in choosing a candidate
Clinton at one point, during an emotional reunion with a former colleague at a campaign event at the Yale Child Study Centre, wiped her eyes with her hand.
The incident echoed her tearful speech before the New Hampshire primary, which is credited with helping her gain a victory in that state.
Meanwhile, Obama headlined a rally in New Jersey, another battleground state where he is close behind Clinton.
"We cannot wait to bring change to America," he said at the rally in Rutherford, where he was joined by Edward Kennedy, the Massachusetts senator, and Caroline Kennedy, daughter of the late John F Kennedy, the former president.
McCain was set for a whirlwind three-state tour of Massachusetts, New Jersey and New York, while Romney launched a desperate attempt to gain the support of social conservatives sceptical of McCain.
A USA Today poll had McCain in a 42 per cent to 24 per cent lead over Romney, with Mike Huckabee, former Arkansas governor who is splitting the conservative opposition to McCain, on 18 per cent.
The Arizona senator invaded Romney's home state on Sunday night, visiting a pub in Boston as the city watched the New England Patriots in the Super Bowl American football championship.
"I'm guardedly optimistic," the Arizona senator said, but added that he would not take polls for granted.
Romney was expected to head to California, where he holds a slight lead over McCain, ahead of Tuesday's vote.
Clinton edged a 45-44 point lead in a USA Today/Gallup national poll, while a CNN/Opinion Research national survey had her leading Obama 49 per cent to 46 per cent.
A CBS/New York Times poll had the race deadlocked at 41 per cent each.
A significant battle was also brewing in California - the biggest "Super Tuesday" prize with 370 pledged delegates - where Clinton has led for months.
Obama led Clinton by 46 to 40 per cent in California in a Zogby poll, and Rasmussen Reports had him up by one point, while others gave her a narrow lead.
Clinton later planned to hold a unique live question and answer session, linked to every state in Tuesday's contest, which was to be broadcast live on the Internet and television.
The Democratic Party's system of proportionally allocating delegates means no clear winner may emerge from Tuesday's voting, with the Clinton-Obama race could drag on at least until March.
In contrast, many Republican contests are winner-takes-all, meaning a strong day by McCain could give him a commanding lead.
Super Tuesday Map