* About 8,000 arrive in Munich * "Europe needs to wake up" to crisis - Austrian minister * Hungary says "millions" may come, eyes army on border * EU foreign ministers can't agree on coordinated action By Krisztina Than and Irene Preisinger HEGYESHALOM, Hungary/MUNICH, Sept 5 (Reuters) - Austria and Germany threw open their borders on Saturday to thousands of exhausted migrants from the east, bussed to the frontier by a right-wing Hungarian government that had tried to stop them, but was overwhelmed by the sheer numbers of people. Left to walk the final stretch into Austria, rain-soaked migrants - many of them refugees from Syria's civil war - were whisked by train and shuttle bus first to Vienna and then by train to Munich and other cities in Germany.