The early polls saw record turnouts, according to poll staff.
In areas known to be heavily Democratic in the states of Georgia, Iowa, North Carolina and Ohio, people have been requesting and submitting ballots in large numbers, the Associated Press news agency reported.
Ebonee Lusk, who voted early in Fort Wayne, Indiana, said she could not wait until November 4 to cast her ballot.
"I wanted to get in, cast my vote for Barack Obama and make sure my vote counts," she said.
In Florida, Republicans appeared to hold the edge in early voting, and McCain's campaign has said it is hoping to catch up with Obama by November 4.
"We never give up, we never quit," McCain told cheering supporters, in the midwestern battleground state of Missouri.
McCain has kept up a sustained attack on Obama's economic policies, capitalising on a recent encounter between Obama and Joe Wurzelbacher, the now-famous Ohio plumber, who was worried he would not be able to realise his dream of owning his own business if Obama raised taxes.
"After months of campaign trail eloquence ... we finally learned what Senator Obama's economic goal is. As he told Joe, he wants to 'spread the wealth around'," McCain said.
Obama is to leave the White House trail for one day on Thursday to fly to the side of his 85-year-old grandmother in Hawaii who is gravely ill.
Madelyn Dunham played an instrumental role in his upbringing and he lauded her as an anchor of his life in his convention speech in August.
The Illinois senator is to cancel events in midwestern Iowa and Wisconsin in order to visit his grandmother, before throwing himself back into full bore campaigning Saturday, Robert Gibbs, an Obama advisor, said.
On Monday, Obama kicked off a series of rallies across Florida alongside Hillary Clinton, his former rival for the Democratic nomination.
Clinton told crowds in Florida that McCain represented an extension of the presidency of George Bush, the incumbent president.
"We are in an economic crisis born and bred by the failed Republican policies of George Bush and John McCain," she told the crowd.
"George Bush has practiced what John McCain has preached."
At a Democratic rally in Orlando, Florida, later in the day, as supporters chanted "Yes we can!" Clinton told them: "And not only that, yes we will!"
Clinton's appearances alongside Obama come as a new NBC/Mason-Dixon poll showed McCain holding a slim 46-45 per cent lead in the key battleground state of Ohio.
Obama has also accused McCain of launching an "ugly" bid to stave off defeat.
"In the final days of campaigns, the say-anything, do-anything politics too often takes over," Obama said in Tampa.
"It's getting so bad that even Senator McCain's running mate denounced his tactics last night ... You really have to work hard to violate Governor Palin's standards on negative campaigning."
Sarah Palin, who has launched some of the most stinging attacks against Obama, said on Sunday that if she were in charge, she would not rely on "the old conventional ways of campaigning, that includes those robo-calls".
Over the weekend, Obama received the endorsement of Colin Powell, the former US secretary of state, and announced he had taken $150m in fundraising donations in September.
McCain's campaign is being run on a considerably lower budget.