One hundred years ago, Australia sent its young men and women into a bloody conflict from which tens of thousands would not return.

Thousands of people lined the streets of the Western Australian port town of Albany on Saturday to remember their sacrifice and bravery.

For many of those troops in 1914, Albany provided the last glimpse of their homeland before facing the horrors of World War I.

York Street in Albany was filled with spotless uniforms and brass and pipe bands as crews from seven Navy vessels, including a New Zealand and Japanese contingent, marched past.

They marked the departure of the first convoy of Australian and New Zealand troops to fight in World War I on November 1, 1914 - the highlight of a weekend of commemorative events in the historic seaside town.

Cheers erupted from the crowd filling the main street as each company of troops came by. But the biggest shows of support were reserved for veterans.

Some of the elderly men, displaying medals recognising their distinguished conduct and bravery, travelled atop a convoy of early 1900s-period cars, one with a flaming torch in front, prompting loud clapping and cheers.

Shouts of "thank you" were heard as the Japanese defence ship Kirisame's crew marched past. In 1914, Japanese cruiser Ibuki joined the first convoy, helping protect its passage.

The New Zealand contingent of troops proudly marched with three young men donning traditional Maori dress.

The Royal Australian Air Force also did a fly-by during the march, while people clutched poppies and women, dressed in costumes from 1914, waved handkerchiefs and passed out rosemary, signifying remembrance of the lives lost in the bloody war.

Prime Minister honours the fallen

Sorry, this video has expired PM makes speech at Albany Anzac centenary commemorations

Later, a commemorative service, attended by Australian and international dignitaries, was held in the town's Anzac Peace Park.

Prime Minister Tony Abbott paid tribute to the Anzac troops who fought in World War I, telling the audience the scale of loss was beyond anything imaginable.

"One hundred years on, we can say with certainty that as long as there is an Australia and as long as there is a New Zealand, they will be remembered," he said.

"The First World War was the crucible in which the Australian identity was forged. In 1914, we were a country with a flag and a Parliament, but little sense of nationhood.

"The baptism of fire that was the Great War changed all that. The scale of sacrifice and loss was beyond anything imaginable.

"Today, we also remember all those we fought with. The soldiers and sailors of the countries of the British empire, of gallant France and of Japan, first an ally, then a foe, now the very best of friends.

"We remember them all. They're all gone now, gone but never forgotten by the nation they shaped."

New Zealand prime minister John Key also gave an address at the event, while WA Premier Colin Barnett led a reflection.

About 60,000 people were expected to have attended the march and commemorative service.

Relatives come to remember Anzacs

Judy Purdie told the ABC she came from Perth to remember her grandfather, who left Albany for the battlefields of France in 1916. She wore his medals in his honour.

Judy Purdie holds a photo of her grandfather Thomas Joseph Kitson at a commemorative march in Albany. She is wearing his medals in his honour. ( ABC News: Rebecca Trigger )

Ms Purdie said it was an emotional experience coming back to the place her grandfather departed for war and watching the commemorations.

"Just to be down here, to know that he left from the shores of Albany, I just feel as though I need to be here," she said.

"It put tears in my eyes. It's just a very emotional time, it's wonderful."

Australia's population was less than five million at the time war broke out. The cost in lives and casualties was high.

Of the 416,809 men who enlisted, 60,000 were killed and 156,000 wounded, gassed, or taken prisoner.

Rockingham RSL member Barry Cole said he came to Albany to honour the troops who went to Gallipoli and all of those who fought in WWI.

"They're the fathers, as far as I'm concerned, for the beginning of Australia's military history," he said.

"My grandad was at Gallipoli, and my father was at Normandy, so quite a connection.

"It means a lot for me to be here. I'm finding it hard to walk, but if they can carry on fighting with a bullet in their thigh, I can march.

"I'll be marching in the seniors section and I'll be thinking of them and all the sacrifices they made for us."

Albany hopes for economic boost

The Albany Chamber of Commerce said it hoped the weekend's events would inject $50 million into the local economy.

Other events throughout the day include the departure of the navy fleet, Two Up being played at the local RSL, the Legion of Honour being presented to three veterans and a community concert later in the evening.

WA police spokesman Anthony Robertson said crowds who had descended on Albany for the weekend's events had been well behaved overnight, with only two minor liquor infringements and move on notices for street drinking marring the commemorations.