Oprah Winfrey, Kris Jenner, and Kim and Khloe Kardashian were among the latest arrivals on Thursday, while US President Donald Trump's daughter Ivanka and son-in-law Jared Kushner, who showed up on Tuesday, have used the extra time for sightseeing and shopping.
Some 200-250 A-listers from show-business, politics and finance are expected to take part in what has been widely dubbed "wedding of the century", estimated to cost 40 million to 48 million euros ($A72 million to $A86 million).
Bezos and Sanchez landed in Venice via helicopter on Wednesday and took up residence in the luxury Aman hotel, where rooms with a view of the Grand Canal go for at least 4000 euros ($A7155) per night.
The couple was spotted around dinner time as they left the hotel in a water taxi, waving at photographers and crowds, with Sanchez blowing air kisses in a vintage Alexander McQueen dress.
Guests will gather on Thursday evening in the cloisters of Madonna dell'Orto, a medieval church in the central area of Cannaregio that hosts masterpieces by 16th century painter Tintoretto.
The city council has banned pedestrians and water traffic from the area from 4.30pm local time until midnight, blocking out protesters who have pledged to spoil the party.
Bezos and Sanchez are set to exchange vows on Friday on the small island of San Giorgio, opposite the main St Mark's Square, in a ceremony which, according to a senior City Hall official, will have no legal status under Italian law.
Some have speculated that the couple have already legally wed in the United States, sparing them from the bureaucracy associated with an Italian marriage, such as it having to take place in an approved venue and the local town hall needing to be notified in advance.
Celebrations will conclude on Saturday with the main wedding bash to be held at one of the halls of the Arsenale, a vast former medieval shipyard turned into an art space in the eastern Castello district.
The "No Space for Bezos" movement is planning demonstrations against an event they see as a sell-off of Venice to the uber-wealthy while the needs of ordinary citizens are ignored - but by no means all the locals are hostile.
Politicians, hoteliers and other residents say high-end events, rather than multitudes of low-spending daytrippers, are a better way to support the local economy, and dismiss the protesters as a fringe minority.
"We're not talking about hundreds or thousands of people, we're talking about a few dozen," said Daniele Minotto, vice president of the Venetian Hoteliers Association.
Davide Busato, an archaeologist behind the "Yes Venice Can" pro-Bezos group, said billionaire tourism gives the city a chance to show off its specialities.
"The idea that a 'morality office' should decide who gets to marry in Venice is a disturbing concept, unworthy of a free city," he wrote on Facebook.
Venice has hosted scores of VIP weddings. US actor George Clooney and human rights lawyer Amal Alamuddin tied the knot there in 2014, and Indian billionaires Vinita Agarwal and Muqit Teja did so in 2011, without significant disruptions.
Bezos, executive chair of e-commerce giant Amazon and No. 4 on Forbes' billionaires list, got engaged to Sanchez in 2023, four years after the collapse of his 25-year marriage to MacKenzie Scott.
