Hundreds of people marched through downtown Winnipeg on Tuesday night to remember three aboriginal women who died in an alleged serial killing.

Police believe Tanya Nepinak, 31, Carolyn Sinclair, 25, and Lorna Blacksmith, 18, were killed by Shawn Lamb, 52, who has been charged with three counts of second-degree murder.

The three women had been reported missing within the past year.

Sinclair's body was found in a dumpster behind an apartment complex on Notre Dame Avenue in March, while Blacksmith's body was found in a yard on Simcoe Street late last week.

Nepinak's body has yet to be found, but police say they believe she is dead.

Police are not ruling out further charges and are talking with forces in other provinces to see if Lamb may be connected to cases elsewhere.

Led by a group of aboriginal singers and drummers, about 300 people marched from Broadway and Young Street to the Manitoba legislature as the vigil began Tuesday evening.

The mood was sombre, with many participants carrying signs with the names and faces of missing and murdered aboriginal women.

At the legislature, the crowd was met by Grand Chief Derek Nepinak of the Assembly of Manitoba Chiefs and other speakers.

Chief demands national inquiry

A number of aboriginal leaders are calling on the provincial and federal governments to hold a public inquiry into missing and murdered aboriginal women.

Nepinak said there should be "a national public inquiry into why we have so many women, murdered and missing in this country."

He also called on the federal Conservative government to restore funding to Sisters in Spirit, an agency that has worked on cases involving missing and slain women.

Speaking in Winnipeg, federal Public Safety Minister Vic Toews said it is premature at this point to talk about whether to launch a public inquiry.

Manitoba Justice Minister Andrew Swan told reporters before the vigil that the province has no plans to launch an inquiry at this time, either.

"We're not even discussing that at this time. They key thing is we don't want to get in the way of a criminal investigation," he said.

"Right now, that is our priority — to try to get closure for the families that have been pained by this."

Aboriginal leaders want an inquiry to examine how reports of missing women are investigated by police.

Nepinak has said many aboriginals have feared there is a serial killer targeting native women in Winnipeg.

Swan said the province has focused on ensuring police have the resources to investigate missing women cases and other crimes, and he has raised the issue on the national stage.

"We talked about those issues as recently as January when [provincial] justice ministers met," he said.

"We want to do our part on the justice side to make sure the resources are there to take on these cases and to solve these cases."

With files from the CBC's Megan Benedictson and The Canadian Press