Prince William and Kate Middleton Rehearse at Westminster Abbey

VIDEO: The city is electrified by a secret rehearsal with the bride and groom.
WATCH London Transformed Into a Wedding Command Center

With their wedding just two days away, Prince William and his bride-to-be, Kate Middleton, rehearsed at Westminster Abbey today for the event the world will be watching.

The couple, accompanied by Middleton's parents, senior clergy and William's brother and best man, Prince Harry, arrived at the abbey hidden behind blacked out windows in a police-escorted convoy of cars.

The royals were not the only ones practicing for the pageantry.

At 4 a.m. today, London witnessed some extraordinary scenes.

Through the darkness came 1,000 cavalrymen, closely followed by royal limousines: A full military rehearsal for the royal wedding was taking place, "minus the bride and groom," said Duncan Larcombe, royal editor of the Sun newspaper.

But that didn't stop the speculation about Prince William and Kate Middleton.

"I imagine he's quite nervous right now," said William's flight instructor, Wing Cmd. Kevin Marsh. "I think he'll take himself away to a quiet place to get himself ready.

"I've no doubt that on the day he'll appear to be as confident as he always does."

Watch a special "20/20" Thursday at 8 p.m. ET for a behind-the-scenes look at the life that awaits Kate Middleton, and join us again at 4 a.m. Friday for ABC News' live coverage of the royal wedding with Diane Sawyer and Barbara Walters.

Tina Brown, editor-in-chief of the Daily Beast and Newsweek, said, "Prince William's M.O. is to be seen absolutely composed, utterly casual, modern, contemporary. But, actually, he's quite a worrier and really is a man who has wanted to do the right thing all his life."

As for Middleton, "Kate's prime function now is to breed," Brown said.

Larcombe said, "The suggestion from one of her friends is that she's really struggling to sleep, at the moment.

"She keeps having this recurring dream, which I imagine a lot of brides get, that there she is at the front of Westminster Abbey but with no wedding dress on."

Middleton left her parents' house in Bucklebury this morning, marking her last stay there as a single woman.

She also was pictured Tuesday night driving with her sister Pippa in the passenger seat. This time, paparazzi snapped the princess-to-be with her hair swept back in what Larcombe said was a hair dress rehearsal.

"This is the hairdo," he said.

Back at the full-dress rehearsals, there was a hint of what the abbey will look like.

"Royals never do anything by halves," Larcombe said. "Rather than flowers, they've got eight 20-foot trees."

Another new tidbit this morning: The queen is visiting the city of Cambridge today. Could it be a sign that the newlyweds will be named the Duke and Duchess of Cambridge?