Now, after an unlikely turn of events, the Sussexes have moved to the same town as Winfrey, Montecito, California.
Plus, Harry and Meghan, once heralded by royal watchers as the royal family's new rock stars, turned to Winfrey when they wanted to give a tell-all interview about their struggles as royals.
On Friday, Winfrey and Harry will launch a docuseries, "The Me You Can't See," that focuses on mental health, including Harry's own struggles, and marks the duke's latest foray into his and Meghan's new Hollywood-focused careers.
"To make that decision to receive [mental health] help is not a sign of weakness," Harry says in the trailer for the docuseries. "In today's world, more than ever, it is a sign of strength."
Harry and Meghan have relied on each other to get through the highs and lows of their three years of marriage.
They went from receiving the well wishes of the world on their wedding day, May 19, 2018, to getting rock star-worthy welcomes in overseas tours that took them from New Zealand to South Africa.
At home in the United Kingdom, the couple seemingly settled into life in Windsor, England. It was there where the Sussexes became a family of three, as Meghan gave birth to their first child, son Archie, on May 6, 2019.
Then, two years into their marriage, Harry and Meghan made a dramatic departure from royal life.
The couple announced in January 2020 that they would step down as senior working members of the royal family. They attended their final official royal engagement in March 2020.
"The decision that I have made for my wife and I to step back is not one I made lightly," Harry said in a speech shortly after he and Meghan revealed their decision publicly. "It was so many months of talks after so many years of challenges, and I know I haven't always gotten it right, but as far as this goes, there really was no other option."
It was not until one year later, when Harry and Meghan were interviewed by Winfrey, that the public learned how much the Sussexes really struggled in royal life.
"It's what you read in fairy tales, you think is what you know about the royals, right?" Meghan told Winfrey in the primetime TV interview. "So it's easy to have an image of it that is so far from reality."
"And that's what was really tricky over those past few years, is when the perception and the reality are two very different things and you're being judged on the perception but you're living the reality of it, there's a complete misalignment, and there's no way to explain that to people," she said.
Now settled into their new life in Meghan's home state of California, the Sussexes are forging ahead, signing lucrative production deals with Netflix and Spotify, writing a children's book, taking on new corporate and charity roles, speaking out on celebrity-hosted podcasts and TV talk shows and launching Archewell, the organization that oversees their nonprofit work as well as their audio and production ventures.
And in their coming year of marriage, Harry and Meghan will welcome their second child, a daughter.
"Now we've got our family," Harry told Winfrey about the upcoming birth of their daughter. "We've got, you know, the four of us and our two dogs."
As the Sussexes celebrate three years of marriage, here is a look back at their relationship.