Macedonia has said it will no longer let any migrants through its border with Greece, effectively blocking the Balkan route north.
The decision came after Slovenia barred access to migrants transiting the country. Croatia and Serbia then said they would follow suit.
Some 13,000 migrants are now stranded at the Macedonia-Greece border.
The moves come after the EU and Turkey set out a plan to ease Europe's biggest refugee crisis since World War Two.
Under the plan, still to be finalised, all migrants arriving in Greece from Turkey would be sent back. For each Syrian returned, a Syrian in Turkey would be resettled in the EU.
Announcing the plan on Monday, European Council President Donald Tusk, had said there would no longer be a path to Europe for migrants. "The days of irregular migration to Europe are over," he said.
Hundreds of thousands of migrants have travelled through Macedonia over the past year, heading north.
But Macedonia began to limit the numbers, first to Syrian, Afghan and Iraqi migrants, then recently to just a trickle - mainly Syrians from areas it considered conflict zones.
This created a bottleneck, with some 13,000 migrants now living in a sprawling camp at the Idomeni crossing.
Macedonia's announcement came after Slovenia said late on Tuesday that it would allow in only migrants who planned to seek asylum in the country, or those with clear humanitarian needs.
Slovenian Prime Minister Miro Cerar said the country's move meant that "the Balkan route for illegal migration no longer exists".
Serbia then said it would close its borders with Macedonia and Bulgaria to those without valid documents.
"Bearing in mind that the new regime is implemented by a member of the European Union (Slovenia), Serbia cannot afford to become a collection centre for refugees," it said in a statement.
Croatia announced similar measures. Interior Minister Vlaho Orepic said this was a "new phase in resolving the migrant crisis".
Sebastian Kurz, the foreign minister of Austria, which itself has introduced caps on the number of migrants allowed through, welcomed the moves.
He said: "This is putting into effect what is correct, and that is the end of the 'waving through' [of migrants] which attracted so many migrants last year and was the wrong approach."
Hungary has also announced new measures.
Interior Minister Sandor Pinter said he would send more police and soldiers to patrol its southern borders and would make preparations to erect a fence along its border with Romania - if necessary within 10 days.
The BBC's Europe correspondent, Chris Morris, says other countries such as Albania and Bulgaria will be wary of attracting attention as alternative routes for refugees and smugglers alike.
There is also concern, he says, that there could be a renewed flurry of smuggling activity before any proposed deal between the EU and Turkey comes into force.
The closure of the Balkan route had clearly been on the agenda of the EU-Turkey summit on Monday.
A draft summit had declared it closed, although the wording of the final statement was changed after Germany objected.
The main thrust of the EU-Turkey plan is the one-in, one-out proposal for Syrian migrants.
There have already been objections. The UN expressed concern at the plan on Tuesday, while Amnesty International called it a death blow to the right to seek asylum.
Speaking to the BBC, Thorbjorn Jagland, Secretary General of the Council of Europe, said the proposal to send migrants back would contravene international law.
The deal has not been finalised and talks will continue ahead of an EU meeting on 17-18 March.
What's in the EU-Turkey proposal?
The EU heads said "bold moves" were needed, and made the following proposals:
All new irregular migrants crossing from Turkey to Greece will be returned to Turkey. Irregular migrants means all those outside normal transit procedures, ie without documentation.
In exchange for every returned Syrian, one Syrian from Turkey will be resettled in the EU
Plans to ease access to the EU for Turkish citizens will be speeded up, with a view to allowing visa-free travel by June
EU payment of €3bn ($3.3bn; £2.2bn) promised in October will be speeded up, with the possibility of further aid to help Turkey deal with the crisis. Turkey reportedly asked for the sum to be doubled
Preparations will be made for opening new chapters in talks on EU membership for Turkey.