Video report by ITV News Europe Editor James Mates
More than 1,000 migrants and refugees left a camp near the northern Greek border on Monday and crossed a river border defying Macedonian border closures.
Crowds of men, women and children streamed out of the sprawling tent city of Idomeni and used a rope to cross the perilous river in an attempt to find a gap in the border fence.
Macedonian police said three migrants - two men and a pregnant woman - had drowned. It is thought they were Afghan.
Some found a break in the border fence near the Greek village of Hamilo, and crossed into Macedonia, AP reported.
A police spokeswoman later said she believed "several hundred" migrants had crossed and that measures would be taken to return them to Greece.
Greece has stepped up efforts to move thousands of migrants near the border to sheltered camps amid fears about the spread of infectious diseases.
At least 12,000 people have been stranded in filthy conditions since Macedonia and other nations blocked the route north along the so-called Western Balkan route.
Conditions at the camp deteriorated following days of rain.
EU leaders and Turkey are due to meet again on Thursday and Friday to seal a deal to try to stem illegal migrant flows from Turkey to Europe through Greece.