Germany is restricting its border with Austria, while Hungary has closed the main border crossing for migrants entering from Serbia.
The moves come as European interior ministers fail to reach a unanimous agreement on plans to re-allocate refugees throughout the continent.
The United Nations refugee agency is warning the confusion over Europe's border policies could leave migrants in legal limbo.
Hungary has sealed off a railway track connecting Serbia with Hungary which is used by tens of thousands of migrants to enter the European Union on foot.
The Hungarian government also says people who have not submitted asylum applications in Serbia will be turned back from the Hungarian border.
This man was removed from the train track along the border with Serbia after refusing to leave.
"They took us from the railway because they didn't want the train coming to block from European Union the people from Syria and other countries."
Hungary is experiencing much of Europe's migrant crisis, with almost 200,000 people travelling up from Greece through the western Balkans and entering the country this year, most of them travelling on to countries in northern Europe.
But Hungary's neighbours are now feeling the strain, with Germany admitting that Europe's migration crisis means it has to reinstate border controls minimised under the Schengen agreement in the late 1990s.
Austrian Chancellor Werner Faymann says Germany re-imposed controls on its border with Austria, saying it had reached the capacity of its ability to cope with the large numbers of new arrivals.
"I want to make clear that Germany hasn't closed the border. This is about border control. It is a clear signal by Austria and germany that we cannot solve the world's asylum crisis in Austria and Germany. We need the European and the international community right here, to make sure people are able to live in their region."
Germany has become the destination of choice for migrants, particularly Syrians, after Chancellor Angela Merkel relaxed asylum rules for citizens of the war-torn country.
Meanwhile, a meeting of European interior ministers in Brussels has failed to reach a unanimous agreement on a plan for binding quotas to relocate 120,000 refugees and take the strain off Greece, Italy, and Hungary.
A majority agreed in principle to share the refugees but details of the deal, due to be formalised on October the 8th, are vague.
Several ex-Communist central European states are still rejecting mandatory quotas.
However the ministers did formally agree to launch a plan first proposed in May to relocate 40,000 asylum seekers from Greece and Italy over the next two years.
United Nations' High Commissioner Antonio Guterres says the EU needs to do more to contain the situation.
"It is absolutely essential that this Council helps to start putting order in this situation. What's happening now is extremely negative first of all, for people in the protection that suffer again, inside Europe after having suffered so much before coming. It doesn't give a good image for the European Union, the continent. It is the ideal environment for smugglers and even facilitates the movement of those who are not in need of protection and join the flow in an opportunistic way."
The UNHCR has called for the establishment of big, EU-run reception centres in countries where people are arriving.
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