Well-wishers camped overnight to secure the best spots to watch the newlyweds, who will marry in Windsor Castle before taking a carriage ride around the picturesque town.
Hollywood actor George Clooney and his wife Amal, British singer Elton John, footballer David Beckham and his fashion designer wife Victoria Beckham were among the guests, along with US chat show host Oprah Winfrey and tennis champion Serena Williams.
Harry's ex-girlfriends Chelsy Davy and Cressida Bonas were also in attendance, along with singer James Blunt, an army veteran like Harry and author of the hit song "You're Beautiful".
Many in the crowds offered particular good wishes to Markle after her father pulled out of the ceremony at the last minute due to health problems and a scandal over staged paparazzi pictures.
"After the week she's had, she needs some support," said Karen Wallace, 53, from Chicago.
The service in St George's Chapel at noon (1100 GMT) will mix traditional Church of England ceremony with gospel music, with a choir singing "Stand By Me", while a US pastor will deliver the main address.
The 36-year-old bride is to start her walk down the aisle on her own, interpreted by some commentators as a sign of her feminist credentials.
Markle's ring has been made with Welsh gold, as is traditional for royal weddings, while Harry's will be made of platinum.
Queen Elizabeth II will attend and before the wedding conferred the title Duke of Sussex on her grandson Prince Harry, meaning Markle will be known as the Duchess of Sussex.
Breaking the barriers
Windsor was decked out with flags and bunting, and there was a carnival area on the Long Walk, the sweeping tree-lined avenue down which the royal couple will drive.
Thousands of well-wishers arrived at dawn, bearing rugs and picnics, Union Jack flags and royalist paraphernalia, and the prosecco was flowing freely well before the first guests arrived.
"We planned to stay in a hotel but we got caught up in all the excitement and we stayed here last night, unprepared," said Karen Long, from Texas.
She said the fact that Markle was mixed-race was a huge moment, saying: "We all wanted to be a princess, we thought we couldn't and there she is, breaking all the barriers!"
Besides starring in the US legal drama "Suits", Markle was also a United Nations advocate for women's empowerment.
Her father Thomas Markle, recovering from a heart operation in Mexico, still appears in the printed order of service, but his role will now be taken by Harry's father Prince Charles.
The Emmy Award-winning former television lighting director was caught in a fiasco, posing for staged photographs after complaining of media harassment, then performing several U-turns over whether he would attend.
Profound affection
Before they retired for the night in separate hotels, Harry, 33, met fans outside Windsor Castle where he said he was feeling "great", while Markle said she felt "wonderful".
The couple met on a blind date in July 2016 and had a whirlwind romance, criss-crossing the Atlantic as she continued filming in Toronto.
The Archbishop of Canterbury Justin Welby, who will marry the couple, said they were "very sensible" and "self-possessed".
"There's profound affection between them which is wonderful and a deep understanding and mutual support," he said.
Prime Minister Theresa May, who has not been invited to the wedding, offered her "very best wishes" in a message on Twitter.
Prince Harry, the youngest son of the late Princess Diana, is one of the most popular royals, while Markle, a divorcee, is seen as a breath of fresh air for the monarchy.
"I think it's really nice that he's marrying someone that's representative of modern society," said Sam Lukes, 28, who came from nearby Reading to see the procession.
"They are going to change things," said Irene Lennon, a 72-year-old from Edinburgh, wearing a black t-shirt with the British flag featuring the couple on it.
She and her sister Audrey Wilde, 66, were singing and laughing as they arrived in Windsor on the train, which has been labelled the "Royal Wedding special to Harry and Meghan Central."
Retired nurse Cynthia Osborne, from Cardiff, was resplendent in a Welsh dragon hat and posed for a photograph for a US tourist.
"I think they're a little bit envious of us, not just the Americans but the Europeans too," she said of the international attention.
Diana wedding tribute
The event is a welcome respite for a country still burdened by austerity and divided over Brexit, although polls have indicated that only around a third of the population is interested in the wedding.
Despite the meticulous palace preparations, feuding in Markle's fractious family has overshadowed the wedding build-up.
Her estranged older half-siblings, who have not been invited, have vented widely in the media.
Her even more distant half-brother's ex-wife and her son Tyler, a cannabis farmer, have jetted into Britain to make merry beyond the castle walls.
Harry, a former army officer, has had his own troubles and recently admitted he was close to a breakdown at one point in his youth.
He was scarred by his mother Diana's death in a Paris car crash in 1997 when he was just 12, and he had to mourn in the full glare of the world's media.
Harry has asked Diana's sister Jane Fellowes to give a reading at his wedding, in a tribute to his mother.
The congregation will also sing "Guide me, O thou great redeemer" -- the last hymn sung at Diana's funeral.