Collective cell migration is a key driver of embryonic development, wound healing, and some types of cancer invasion. Here, we provide a physical perspective of the mechanisms underlying collective cell migration. We begin with a catalog of the cell-cell and cell-substrate interactions that govern cell migration, which we classify into positional and orientational interactions. We then review the physical models that have been developed to explain how these interactions give rise to collective cellular movement. These models span the subcellular to the supracellular scales, and they include lattice models, phase-field models, active network models, particle models, and continuum models. For each type of model, we discuss its formulation, its limitations, and the main emergent phenomena that it has successfully explained. These phenomena include flocking and fluid-solid transitions, as well as wetting, fingering, and mechanical waves in spreading epithelial monolayers. We close by outlining remaining challenges and future directions in the physics of collective cell migration.