U.S. Republican presidential challenger Mitt Romney led off a campaign rally Thursday by remembering the four Americans killed in this week's U.S. consulate attack in Libya, but did not repeat his earlier criticism of the president's handling of the Middle East unrest.

Mr. Romney told supporters in Virginia that hearts were heavy across the United States as people mourned the deaths of U.S. Ambassador J. Christopher Stevens and three other officials. They were killed Tuesday after suspected Islamist militants stormed the American consulate in Benghazi.

Protests continued outside the U.S. embassy in Cairo, and also Thursday hundreds stormed the grounds of the U.S. embassy in the Yemeni capital, Sana'a. Demonstrators expressed outrage over a crude video made in the U.S. that Muslims felt ridiculed the Prophet Muhammad.

Mr. Romney issued a statement late Tuesday accusing President Barack Obama of apologizing for the film. Mr. Romney was referring to a statement issued by the U.S. embassy in Cairo earlier in the day condemning the video. The statement was issued before demonstrators stormed the Cairo complex, and well before the world learned that Ambassador Stevens and the three American officials were killed in Libya.

In a news conference Wednesday afternoon, Mr. Romney said “it's never too early to condemn attacks on Americans and defend our values.”

Mr. Obama, on Thursday, did not focus on Mr. Romney's criticism during a campaign appearance in Colorado. However, he vowed to bring those responsible for the four deaths to justice, saying “no act of terror will go unpunished.”

Mr. Romney's comments had touched off a political firestorm in official Washington, with Democrats — and even members of Mr. Romney's own Republican party — accusing him of politicizing a national tragedy.