The bride and groom exchanged vows in a ceremony held at the actress's alma mater, Friends Seminary, a Quaker school founded in 1786.
Among the guests at the event were actor Mark Ruffalo and his wife Sunrise, actress Elizabeth Berkley and her artist husband Greg Lauren.
"It was amazing and as extraordinary as she is," Berkley told PEOPLE after the ceremony.
"It was beautiful," Ruffalo said.
Peet, 34, who appears in the new NBC drama Studio 60 on the Sunset Strip, and Benioff, 36, who wrote the screenplays for 25th Hour and Troy, are expecting a child together, Peet's rep, Stephen Huvane, told PEOPLE earlier this month.
The couple, who dated for four years, announced their engagement in July 2005.
This spring, Peet was on Broadway playing complaining newlywed Corie Bratter in a revival of the Neil Simon comedy "Barefoot in the Park." Asked by PEOPLE how the role might affect her approach to marriage, she said, "Maybe I'll be less of a drama queen. Now when I try to pick a fight with my fiancé, he's like, 'Corie Bratter!' It's awful."
Peet has appeared in movies including Syriana, The Whole Ten Yards and Something's Gotta Give. Benioff has four films – The Kite Runner, Alpha, Ender's Game and Wolverine – due out in the next two years.
The marriage is the first for the New York City natives.