  In an endeavour to better define the distinction between classical
macroscopic and quantum microscopic regimes, the Leggett-Garg inequalities were
established as a test of macroscopic-realistic theories, which are commonly
thought to be a suitable class of descriptions for classical dynamics. The
relationship between their violation and non-classicality is however not
obvious. We show that classical states of light, which in the quantum optical
sense are any convex sums of coherent states, may not satisfy the Leggett-Garg
inequalities. After introducing a simple Mach-Zehnder setup and showing how to
obtain a violation with a single photon using negative measurements, we focus
on classical states of light, in particular those of low average photon number.
We demonstrate how one can still perform negative measurements with an
appropriate assignment of variables, and show that the inequalities are
violable with coherent states. Finally, we abandon initial phase reference and
demonstrate that the violation is still possible, in particular with thermal
states of light, and we investigate the effect of intermediate dephasing.
