The suspect, Dylann Roof, 21, was detained while driving in Shelby, North Carolina, about 200 miles away.
After a court appearance on Thursday, Mr Roof waived his right to extradition and was flown back to South Carolina.
Six women and three men, including the pastor, died in the attack. A hate crimes investigation has been launched.
Several churches in Charleston were full to overflowing on Thursday evening as prayer services were held. Some services were held outdoors.
Dylann Roof, of Lexington, South Carolina, was detained during a traffic stop in Shelby, North Carolina, police said
Outside the Emanuel AME Church, where the attack took place, hundreds gathered in soaring heat to pay tribute.
"We really have to fight together to go on and to live a civilized life where race doesn't matter," said one woman, Martha Watson.
In New York, services and protests took place, with placards including such messages as "Black Lives Matter" and "Stop killing black people".Pastors pray together outside the Emanuel AME Church in CharlestonServices and protests were also held in New York City
Richard Price, executive assistant at the Harlem Church of Christ, said: "That someone would come and infiltrate that sacred space, one of the only spaces we ever really have, and to violate that space, and then to shoot the place up.