The Fall of Wall Maria was a tragic disaster which began when Shiganshina Distict came under the attack of the Colossal Titan, Armored Titan, and Female Titan, in which humanity was forced to retreat to Wall Rose as the Titans entered humanity's territory for the first time in a hundred years.
Prelude: Over eighty years ago, King Karl Fritz had issued an ultimatum to the nation of Marley at the end of the Great Titan War: if Marley made any move of hostility against the Eldians of Paradis Island, the King would use the Founding Titan to release the countless Colossal Titans contained within the Walls. Over two decades ago, the nation of Marley began to consider the necessity of claiming the immense amount of fossil fuels on Paradis Island where the majority of the remnants of the nation of Eldia lived within the three Walls: Maria, Rose, and Sina. In order to claim Paradis Island without a direct act of war, the Marleyans chose to begin a Warrior program.
The Fall: In the afternoon following the return of the defeated Scout Regiment, the attack on the Walls began when the Warriors arrived at Wall Maria. As the Colossal Titan, Bertholdt appeared beyond the south gate of Shiganshina District, breaking the gate apart and breaching Wall Maria in a single kick. Presumably at this time, Annie Leonhart used the Female Titan to attract countless Titans to the breach where they would invade humanity's territory.
The Reiss family massacre: In the interior, Grisha Jaeger arrived at the Reiss Chapel where the family had gathered in response to the crisis. Grisha approached Frieda Reiss, queen of the Walls, and begged for her to use the power of the Founding Titan to defeat the Titan threat and save her people. Being overcome by the will of Karl Fritz, Frieda refused Grisha's pleas.
Aftermath: With an abundance of refugees coming into Wall Rose's territory, humanity faced a severe food crisis. Refugees were tasked with working the farmlands of Wall Rose to alleviate the impending shortages. In order to alleviate the food shortages, the royal government made plans to announce an operation to reclaim Wall Maria.
Source: Fall of Wall Maria (Anime), available under CC BY-SA 3.0.