In addition to sharing more about their struggles with royal family dynamics, palace optics, tabloids, and mental health, Markle and Harry also provided rare glimpses into what life is like as a royal.
Here are six insights into royal life, according to Harry and Markle's interview.
Royals always curtsy to Queen Elizabeth, even in private.
Members of the royal family curtsy to the Queen.
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Markle said she didn't realize she would need to curtsy when meeting the Queen for the first time since they weren't at a public event.
"I genuinely thought that was what happens outside," she told Winfrey. "I thought that was part of the fanfare. I didn't think that was what happens inside. And I said, 'But it's your grandmother,' and he said, 'It's the Queen.'"
Regular people who marry into the royal family have to turn over their keys, passports, and driver's licenses to palace staff.
Prince Harry and Meghan Markle.
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Meghan Markle told Oprah Winfrey that she had to give up her passport, driver's license, and keys when she married Prince Harry.
Handing over those things meant she felt trapped at a time when she was having suicidal thoughts and had asked the royal household for help, which she said senior palace staff denied her.
"You couldn't just go," Markle said. "I mean, you have to understand as well, when I joined that family, that was the last time, until we came here, that I saw my passport, my driver's license, my keys. All that gets turned over."
Winfrey said: "Well, the way you're describing this, it's like you were trapped and couldn't get help, even though you're on the verge of suicide. That's what you are describing."
Markle agreed. "That's the truth," she said.
Not everyone who marries into the royal family receives training on royal protocol and customs.
Members of the royal family sing a hymn at Princess Eugenie's wedding in 2018.
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Markle said she was not given any advice on how to conduct herself as a duchess.
"There were certain things that you couldn't do," she said. "But, you know, unlike what you see in the movies, there's no class on how to speak, how to cross your legs, how to be royal. There's none of that training. That might exist for other members of the family. That was not something that was offered to me."
Markle told Winfrey that no one had prepared her or told her what to expect, so she took it upon herself to learn the British national anthem and hymns sung in church services.
Royal tours may look glamorous, but they're exhausting.
Meghan Markle and Prince Harry in Sydney, Australia, in 2018.
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Harry and Markle went on a royal tour of Australia and New Zealand in 2018, and South Africa in 2019. In the interview, Markle spoke about the pressure she faced while being on tour.
"Those tours are — I'm sure they have beautiful pictures and it looks vibrant, and all of that is true," she said. "It's also really exhausting. So, I was fried, and I think it just hit me so hard because we were making it look like everything was fine. I can understand why people were really surprised to see that there was pain there."
Queen Elizabeth doesn't necessarily call all of the shots.
Queen Elizabeth.
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Markle clarified that the royal family and the people who run the institution are two distinct entities.
"It's important to be able to compartmentalize that, because the Queen, for example, has always been wonderful to me," she said.
In an additional interview clip from CBS This Morning, Harry said they asked to visit the Queen after the couple announced they were stepping back as senior royals in January 2020, and that she invited them to stay for dinner and spend the night.
However, when they landed in the UK, Harry received an email from the Queen's private secretary saying she was busy all week and that they could no longer visit.
"I didn't want to push because I kind of knew what was going on," he said.
"Doesn't the Queen get to do what the Queen wants to do?" Winfrey asked.
"No," Harry said. "When you're head of The Firm, there are people around you that give you advice. And what has also made me really sad is some of that advice has been really bad."
The palace only provides security to working royals with titles.
Prince Harry on a walkabout in New Zealand in 2018, followed closely by his security team.
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Harry and Markle told Winfrey that after they stepped back as senior royals and moved to Canada in late 2019, the palace took away their security, citing a "change in status."
"I never thought that I would have my security removed, because I was born into this position," Harry said. "I inherited the risk. So, that was a shock to me. That was what completely changed the whole plan."
Markle added: "I even wrote letters to his family saying, 'Please, it's very clear the protection of me or Archie is not a priority. I accept that. That is fine. Please keep my husband safe. I see the death threats. I see the racist propaganda. Please keep him safe. Please don't pull his security and announce to the world when he and we are most vulnerable.' And they said it's just not possible."
In a statement released on behalf of the Queen on March 9, Buckingham Palace said that "the whole family is saddened to learn the full extent of how challenging the last few years have been for Harry and Meghan."
It continued: "The issues raised, particularly that of race, are concerning. While some recollections may vary, they are taken very seriously and will be addressed by the family privately."
"Harry, Meghan and Archie will always be much loved family members," the statement concluded.
If you or someone you know is struggling with depression or has had thoughts of harming themselves or taking their own life, get help. The National Suicide Prevention Lifeline (1-800-273-8255) provides 24/7, free, confidential support for people in distress, as well as best practices for professionals and resources to aid in prevention and crisis situations.