The BBC, which is broadcasting the event, said the Massed Bands of the Household Division opened the free show, which is a tribute to Queen Elizabeth II's 60 years on the British throne.
The concert featured performances by Annie Lennox, Shirley Bassey, Kylie Minogue, Jessie J, Will.i.am, Cliff Richard and Cheryl Cole, as well as by boy band JLS, pianist Lang Lang, and opera singers Renee Fleming and Alfie Boe.
The monarch missed the first 90 minutes of the pop concert, but took her seat in the Royal Box at 9 p.m. BST, the BBC said.
Allen is to shoot his untitled project this summer.
The cast will also include Bobby Cannavale, Michael Emerson, Sally Hawkins, Peter Sarsgaard, Max Casella and Alden Ehrenreich, Allen announced Monday.
The Gravier Productions film is being produced by Allen's long-time producers Letty Aronson and Stephen Tenenbaum.
This will be Allen's second time directing in San Francisco. His directorial debut, 1969's "Take the Money and Run," was also set there.
VINCE VAUGHN: Film star Vince Vaughn's three-floor, five-bedroom Chicago penthouse is for sale, priced at $18.4 million, a real-estate listing shows.
The Chicago Tribune said the "Swingers" and "Old School" star bought the apartment atop the Palmolive building in 2006 for $12 million.
The fancy flat features four full baths, four half-baths, a screening room, a billiards and game room, a kitchen, an entertainment area, a large terrace and the original, restored office belonging to Playboy founder Hugh Hefner. The magazine was once based in the building.
The Tribune said it was unclear where Vaughn and his family plan to move if he is able to find a buyer.
NATASHA GREGSON WAGNER: Natasha Gregson Wagner's publicist says the U.S. actress has given birth to her first child, a daughter.
"We are overwhelmed with love and joy at the birth of our daughter Clover Clementyne Watson," Wagner and her longtime boyfriend, actor Barry Watson, told People.com in a statement Monday.
The child was born May 30. She weighed 7 pounds, 2 ounces and measured 19 1/2 inches long, the celebrity news Web site said.