The V&A Lafeyette archive is full of fantastic images of the occasion. There are also a few of the acutal costumes still around - Alexandra's is in the Museum of London, Maud's is part of the Oslo collection that formed the Style and Splendour exhibition and the Duchess of Devonshire's very colourful Zenobia is at Chatsworth. I'm sure there are many others out there, but those are the ones I can think of offhand.