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Four other female passengers were injured but the male driver escaped unhurt.
The California Highway Patrol said smoke started coming out of the rear of the car and the driver pulled over as the vehicle quickly became engulfed in flames.
Five occupants were trapped inside but four managed to get out after the vehicle came to a stop on the bridge.
The injured women are being treated for smoke inhalation and burns at hospitals in the area.
The victims were all in their 30s, authorities said.
Officers are trying to determine the cause of the blaze, which is not believed to be the result of an accident.