Thousands of women, men and children from across countries in Central America are attempting to cross the Mexico-US border without permission.
They are travelling in a large group that has grown in size as they travel through Honduras, Guatemala and Mexico.
Mexican authorities tried to stop them from travelling across a border bridge between Mexico and Guatemala.
The group voted in favour of continuing their journey, and they managed to pass the authorities.
US President Donald Trump has repeatedly warned the migrants to turn back, threatening to close the US border and cut aid to countries that allow the caravan to pass.
The people in this group do not come from any one place - they come from lots of different countries.
Many have left their homes for lots of different reasons, but it is believed that some reasons could be violence and poverty in the countries where they live, and the hope of a better life elsewhere.
Despite not having permission to live there, they say they plan to cross through Mexico and into the US.
Lots of them say they have given up attempting to apply to live and work in the US by following the law, because the process takes too long.
Many of the travellers say that by keeping together in such a large group, also known as a caravan, is a way to keep safe.
"We're going to make it, we're going to keep moving so long as they don't stop us," said 17-year-old Honduran Jaffe Borjas.
Stopping illegal immigration was one of the main promises Mr Trump made when was elected US president. He has promised to build a wall on America's southern border.
His party - the Republican Party - is facing elections on 6 November and, for many Americans, immigration is a really important issue.
He has said that the situation is a "national emergency" and says he has told border guards and the police to be ready.
They're not coming into this country
On Sunday, he tweeted that "full efforts are being made to stop the onslaught of illegal aliens from crossing our southern border".
"People have to apply for asylum in Mexico first and, if they fail to do that, the US will turn them away."
He has threatened to stop giving aid to countries like Honduras and Guatemala, where many of the migrants have come from.
However, the group has not been stopped. "If you send us back, we will return!" a large crowd shouted together. "We are not criminals, we are workers!"
The truth is we don't know. The caravan is still moving.
Many of the South American countries who are also dealing with the caravan say they are trying to stop it reaching America.
The president of Honduras has urged his citizens not to join the caravan. His country has also sent buses to the Mexico-Guatemala border to take those who may have changed their minds about heading to the US or who are too tired to carry on, back to their homes.
Mexico's government have also said they would listen to requests for asylum from the travellers but if anyone refuses, the government says they will force them to leave.