President Vladimir Putin is making his first visit to Crimea since Russia annexed it from Ukraine in March.
He told crowds marking the 1945 Soviet victory over the Nazis that Crimea had shown loyalty to a "historical truth" in choosing to be part of Russia. The Kiev government protested at the visit, calling it a "gross violation of Ukraine's sovereignty".
Kiev also reported that more than 20 people had died in a security operation against separatists in Mariupol.
Ukrainian Interior Minister Arsen Avakov said that about 20 pro-Russian protesters and one Ukrainian security officer had been killed in the southern port.
Ukrainian forces and pro-Russian separatists had clashed at the police HQ, which was set on fire.
Soviet 'iron will'
In the Crimean port of Sevastopol, Mr Putin thanked the armed forces for their role in World War Two and hailed the incorporation of the peninsula into the Russian Federation.
He watched a fly-by of Russian aircraft and addressed seamen on naval vessels, as crowds gathered on cliffs overlooking the harbour.
He said: "I am sure that 2014 will go into the annals of our whole country as the year when the nations living here firmly decided to be together with Russia, affirming fidelity to the historical truth and the memory of our ancestors."
The BBC's Daniel Sandford in Sevastopol says Mr Putin was treated as a conquering hero as he walked through the main square and shook hands with Crimeans.
Mr Putin earlier addressed thousands during a huge, hour-long military parade in Moscow's Red Square, vowing to defend the "motherland".
He told the crowd that 9 May, known as Victory Day in Russia, was a "day of grief and eternal memory" and stressed how the "iron will of the Soviet people" had saved Europe from slavery.
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