Renee Nicole Good was a devoted mother and artist before she was fatally shot, becoming the flash point of anger against U.S. Immigration and Customs Enforcement.

Minnesota state officials on Wednesday urged the public to remain calm after a federal immigration agent shot and killed a 37-year-old woman in Minneapolis, quickly sparking protests in the city.

Videos taken by bystanders with different vantage points and posted to social media show an officer approaching an SUV stopped across the middle of the road, demanding the driver open the door and gra...