Tower Bridge, Trafalgar Square and the National Gallery are among monuments lit in red, white and blue.
A huge unity march is taking place in Paris, while in the UK, crowds have taken over Trafalgar Square.
David Cameron is at the Paris rally "to show solidarity with the French people... after the appalling attacks".
"We're here to demonstrate that we all stand for the values of democracy, freedom, freedom of expression and tolerance," he said.
"We in Britain face a very similar threat - a threat of fanatical extremism - and we have to confront that in every way we can."
Mr Cameron added he would be meeting security and intelligence chiefs on Monday to discuss whether further action should be taken to defend Britain against terrorist attacks.
'Liberte, Charlie'
Eleven people were killed at the offices of the satirical magazine Charlie Hebdo on Wednesday, with a policeman shot dead nearby. Four hostages died at a kosher supermarket on Friday.
A policewoman shot dead in Montrouge on Thursday is believed to have been killed by one of the attackers.
More than a million people are expected to attend the Paris rally, which moved off from the Place de la Republique amid cheers, clapping and chants of "Liberte" and "Charlie", just after 14:30 GMT.
Mr Cameron was among dozens of world leaders who linked arms at the head of the march, along with the victims' families.
at Millennium Square in Leeds - where about 100 people are gathered - and about 250 are in Liverpool's Derby Square.
Tower Bridge was bathed in the colours of the Tricolore at 16:00, and will turn dark at 17:30. The emblem has also been projected on to the National Gallery.
The Trafalgar Square fountains are rotating the colours of the French flag, while the London Eye has gone dark with the French colours projected on to County Hall behind it.
Meanwhile, a vigil is due to take place later in Cardiff Bay in front of the Senedd which houses the nation's parliament.By Nick Eardley, BBC News, at Trafalgar Square
There is a sombre but defiant mood as hundreds gather in London's Trafalgar Square to show support for the huge rally in Paris.
Among the crowd are many French expats and Britons offering their own messages of solidarity.
Many are holding signs that read Je suis Charlie, the words many have come to associate with French defiance in the face of extremism.
Others are holding similar signs saying Je suis Ahmed, a tribute to the Muslim police officer killed during the attacks on Charlie Hebdo's Paris office.
While some hold their pens and copies of cartoons in support of free speech.
Avi Gelley is Jewish and lives in London. He speaks of how "scary" it was to see the attacks in Paris, and says he "does not safe at all" in London now.
But if we do not stand together against such attacks, he adds, "It's only going to get worse."
Mathieu Gillet, 32, is from Paris and has lived in London for two years.
"I'm here to demonstrate that the three values of France - liberty, equality, fraternity - are still alive and we definitely have to fight for those values," he says.
"It's a strong message that people are standing shoulder to shoulder and together, from around the world."
London mayor Boris Johnson said Londoners had been "appalled by the distressing scenes in France" and it was important to pay tribute.
Labour leader Ed Miliband, also marching in Paris, said: "We've been inspired by the response of the French people, and indeed by the response of people across faiths, across communities, in this country."
French Ambassador to the UK Sylvie Bermann said she was grateful for the UK's show of solidarity, adding many people had signed books of condolence at the London embassy.
Global figures
About 700,000 people were said to have taken part in marches across France on Saturday, including in Paris, Orleans, Nice, Pau, Toulouse and Nantes.
Sunday's Paris march is expected to dwarf these events and extra security has brought in to protect the marchers.
Other global figures attending include German Chancellor Angela Merkel, Italian Prime Minister Matteo Renzi, Russian Foreign Minister Sergei Lavrov and Nato Secretary General Jens Stoltenberg.The offices of Charlie Hebdo were attacked by brothers Cherif and Said Kouachi, who went on the run but were later shot dead by police.
Eight journalists and two police officers were among the 12 people killed in that attack.
Another gunman, Amedy Coulibaly, took several hostages at a supermarket in eastern Paris, with four hostages found dead after the siege ended.
Coulibaly is also believed to be behind the killing of a policewoman in southern Paris on Thursday, and has now been linked to the non-fatal shooting of a jogger on Wednesday.
Police are still hunting his partner, Hayat Boumeddiene - though she is now thought to have fled France last week and may be on her way to Syria.
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