Michael Jackson impersonators are among the crowd
Michael Jackson fans from all over the world congregated at London's O2 arena, where the star had been due to begin his run of 50 concerts on Monday.
Fan sites and Facebook groups had been encouraging fans to bring candles and flowers for the vigil.
About 600 people visited the venue, adding messages to a wall of tributes and conducting Jackson sing-a-longs. Others sat in quiet contemplation.
It was a "light-hearted, celebratory" mood, says BBC reporter Michael Osborn.
Fans held a minute's silence at 1830 BST to mark the time when the doors to the concert would have opened.
"I've come here to celebrate his life and I want to feel a bit closer," Alison Pyman, 27, from Cleethorpes told the BBC.
"We've been reminiscing and sharing memories with everyone. When more people arrive there will quite a party atmosphere."
Thirty-one-year-old Jesper Hauton was one of the fans who had been expecting to see his hero on stage.
"We should have been going to the concert but we're standing here instead," he said. "It doesn't make any sense."
Mr Hauton, who lives in Copenhagen, Denmark, will be in London for a week, having bought tickets for the first five of Jackson's 50 comeback shows.
"We're here for grieving, but the main thing is a celebration of Michael," he added.
Following Jackson's death on 25 June, floral tributes, cards and messages have been left outside the O2.
Another London location where a shrine to the singer has built up is the Lyric Theatre in the West End, home of Jackson tribute show Thriller Live.
Jackson's string of This Is It shows completely sold out shortly after going on sale in March.
Tributes were left at the O2 after Jackson's death
The singer told fans that the concerts would be his final performances in London.
Following his death, footage of his rehearsals in Los Angeles just days before he died was released.
While no concerts are currently scheduled to replace Jackson's performances, organisers are discussing the possibility of staging a show using the production for the This Is It concerts.
"I think at some point we'll show Michael's last masterpiece, This Is It, to the world," AEG president Randy Phillips told Billboard.
Phillips added that 29 August - which would have been Jackson's 51st birthday - would be an ideal time for the event, but he was unsure if it would be ready in time.