In the film, the two were seen entering a helicopter which swept off over the capital. Minutes later a helicopter appeared above the stadium and released two people who parachuted just past the stadium.
The Queen then walked into the opening ceremony in east London, before the 60,000 strong audience, and before a choir sang the national anthem.
Britain's Queen is enjoying her highest level of public popularity in 20 years following the celebration of her Diamond Jubilee this year and the royal family is expected to take a high-profile role during the Games.
The Queen's equestrian granddaughter Zara Phillips is also competing.
Some 1 billion people were expected to watch the opening ceremony around the world which will launch the 17 days of sport.