The seven white crosses, on the bank of the Spree river by the Reichstag, were removed by activists and brought to the EU-African border at the Spanish enclave of Melilla to signify the "new walls" in Europe.
"While the whole of Germany is preparing to commemorate the fall of the Berlin Wall 25 years ago, there are new walls around Europe, where at least 30,000 people have capsized," the group wrote on its website on Monday.
The group calls itself the Centre for Political Beauty (Zentrum für politische Schönheit) and posted pictures on its website of African refugees holding the memorials.
In a video on YouTube showing the removal, the group described their move as an "act of spontaneous solidarity"
Police said they noticed the crosses were missing at 8.30am on Monday.
"Officers initiated an investigation into the theft" police said in a statement. "Due to a publication on the Internet, in which the alleged offenders admit responsibility for the action, as well as the obvious political motivation the police's state protection wing has taken over the investigation."
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