In footage posted on Facebook, the men were shown dressed in camouflage fatigues.
Ukraine marked its independence day on Sunday with a military march past in Kiev.
Nine pro-Ukrainian volunteer fighters, supporting Kiev’s forces, were killed in the fighting in Ilovaisk.
Russia says all objections to it sending a humanitarian convoy to Ukraine have been resolved.
The pilot ejected and was taken to a secure place.
Ukraine said its artillery destroyed part of a Russian armoured column that entered its territory.