Among the 850 guests attending are Hollywood stars Demi Moore and Liv Tyler, as well as British model Naomi Campbell. Royal Wedding: Naomi Campbell, Others Arrive For Princess Eugenie's Wedding
Another 1,200 members of the public selected by ballot will listen to a live broadcast in the castle grounds, and thousands will watch from outside.
Many came on Thursday to bag spots for the newlyweds' procession at midday.
Princess Eugenie, who is ninth in line to the throne, is the daughter of the Duke of York and Sarah Ferguson, and the granddaughter of the Queen.
The 28-year-old and drinks executive Jack Brooksbank, 32, are tying the knot at St George's Chapel - where Prince Harry and Meghan Markle married in May.
The couple met when skiing in Switzerland in 2010.
Among the celebrities expected to share their special day are supermodel Cindy Crawford, David and Victoria Beckham, singer James Blunt and his wife Sofia Wellesley, and George and Amal Clooney.
Some guests have already arrived, including singer Robbie Williams, model Pixie Geldof, comedian Jimmy Carr and David Emanuel - who designed Princess Diana's wedding dress.