The Princess of Wales (later Queen Mary) wears the Ladies of England Tiara in its necklace setting (with additional necklaces, as well as the Girls of Great Britain and Ireland Tiara and the Richmond Brooch) for an official portrait; more on the tiara/necklace over here!

Queen Mary of the United Kingdom wears Queen Alexandra’s Collier Resilee (with Queen Alexandra’s Kokoshnik) in a formal portrait, ca. 1930s; the necklace was made for Alexandra in 1904 by Cartier, and presumably it remains in the royal vaults today