Prince Harry arrived with his best man, The Duke of Cambridge, to marry Meghan Markle.
The pair were followed by their grandmother, the Queen.
Thousands of people, some waving British flags, gathered at Windsor Castle for the much-anticipated royal union.
Oprah Winfrey, George and Amal Clooney and the Beckhams were among the first guests to make their way at St George’s Chapel.
The TV juggernaut, a surprise guest, was spotted making her way into the church in a blush pink dress with a wide hat adorned with feathers about 6:30pm AEST.
Singer James Blunt has also arrived on Saturday at the gothic chapel, while royal relatives on hand include Charles Spencer, the brother of Harry’s late mother Princess Diana.
Other celebrity sightings included Elton John, Tom Hardy and Hugh Jackman.
Harry’s mentor, former Welsh Guards officer Mark Dyer, attended at St George’s Chapel, as has the prince’s former girlfriend Chelsy Davy.
Harry’s cousin Zara Tindall and her husband, Mike, were among the quests, as were members of the Duchess of Cambridge’s family, including her parents Carole and Michael Middleton, brother James and sister Pippa.
The Duchess of York, Sarah ‘Fergie’ Ferguson was also in attendance, however it remains to be seen if she has been invited to the smaller reception at Frogmore House.
Royal fans have been camping outside the castle for days. British police have stepped up security, with sniffer dogs, barricades and patrols all over town.
Some 600 guests have received invitations to attend the ceremony at St George’s Chapel, which is broadcast live on Channel 7.
More than 100,000 fans have crammed the narrow roads of Windsor, about 30 km west of London.
As the celebrations got underway, Queen Elizabeth II honored her red-headed, 33-year-old grandson with a new title — the Duke of Sussex. That means that Markle will become the Duchess of Sussex.
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Harry and Markle will also celebrate with some 200 guests at a private evening reception given by Prince Charles at Frogmore House, a royal mansion near Windsor Castle.
A further 2640 members of the public have been invited to attend the grounds of Windsor Castle for the wedding.
Security was tight and visitors had to pass through police search points set up around the castle, home to 39 English monarchs since 1066.
The Royal family were among the last members to make their entrance.