About 1,000 migrants stuck at Budapest’s Keleti train station for days have set off on foot, saying they intend to walk to the Austrian border.
Hungarian authorities are trying to contain thousands of people desperate to reach Western Europe.
Meanwhile, EU states are struggling to agree a common strategy to deal with the crisis.
The Hungarian, Czech, Slovakian and Polish prime ministers have rejected quotas for EU nations.
The chaotic scenes in Hungary – a main transit country for those seeking to claim asylum in Germany and other countries in northern and Western Europe – have continued for another day.
Some of the migrants who had been waiting days at Keleti train station grew frustrated with the lack of international trains, and decided to walk to Austria – a distance of 110 miles.
Hungarian police seem to be escorting but not stopping them.
Some of those walking have been holding large photographs of German Chancellor Angela Merkel.
Under EU regulations, anyone wishing to seek asylum must do so in the first EU country they reach.
However, many of those who have arrived in Hungary do not wish to be registered there because it is more likely to send migrants back, and has a relatively small population and economy.
They want to continue on to seek asylum in Germany and other richer countries.
Hungary’s PM Viktor Orban warned on September 4 of “the end of Europe”.
“Today we are talking about tens of thousands but next year we will be talking about millions and this has no end,” Viktor Orban said.