There were cheers, clapping and flag waving as people showed their appreciation for the Marines' efforts during their six-month tour of Afghanistan.
Rain fell throughout the march and inspection outside the Market House.
Lady Gass, Lord Lieutenant of Somerset, told the Marines: "Everyone is very proud of what you have achieved."
Defence Secretary Dr Liam Fox attended the event.
He said: "If you can brave the Taliban, we can brave the weather."
He added: "We're all here today to pay tribute to the professionalism, dedication and duty of our Armed Forces and in particular 40 Commando."
Don't miss our eight-page souvenir pull-out in the County Gazette today, pictured below.
You can get your Somerset County Gazette with the pull-out from local newsagents - or call our subscriptions department on 01823-365203.
We're offering a 20% discount on copies of photos from the Royal Marines parade - click here to order yours.
There are also lots more photos from the day in our gallery - click on the photos in the Related Links section below.