TIJUANA, Mexico (AP) — U.S. border agents fired tear gas on hundreds of migrants protesting near the border with Mexico on Sunday after some of them attempted to get through the fencing and wire separating the two countries, and American authorities shut down border crossings from the city where thousands are waiting to apply for asylum.

The situation devolved after the group began a peaceful march to appeal for the U.S. to speed processing of asylum claims for Central American migrants marooned in Tijuana.

Mexican police had kept them from walking over a bridge leading to the Mexican port of...