Each year, the Queen formally opens Parliament. This is a duty she has performed year in and year out with very few exceptions. As she is also Queen of Canada, Australia, New Zealand, and a few other places as well, she has also done the State Opening of Parliament in those countries on occasion. Generally, though, her representative, the Governor-General performs the honours. From what I understand, Canada also maintains The Gentleman Usher of the Black Rod, or the one who gets the door slammed in his face.
At the State Opening Parliament, Her Majesty, The Queen along with His Royal Highness, The Duke of Edinburgh go to the House of Lords. After she is seated, she gives the signal to the Lord Great Chamberlain who passes it onto Black Rod who goes to fetch the House of Commons. The House of Commons, to which the Prime Minister, his cabinet, and all of the other Members of Parliament belong, holds the real power in Britain. When Black Rod arrives, the door to the House of Commons is slammed in his face to emphasise the independence of the House of Commons from the Crown. It is reopened whereupon he informs them that the Queen is waiting for them.
Because they are of the House of Commons, they all crowd in at the back of the chamber where they hear the Queen’s Speech, the speech written for the Queen by her ministers (all members of the House of Commons, by the way) where she outlines what her government is going to accomplish for the coming year. The Lords get to sit through it, at least!
Britain is unique in maitaining these traditions. Most monarchies don’t anymore. When Juan Carlos I became King of Spain, he was never crowned. Rather, he went to the Cortes, home of Spain’s legislature and took the oath of office. This was also the case in Belgium when King Albert I succeeded his brother King Baudoin, in Luxembourg when Grand Duke Henri succeeded his father Grand Duke Jean, and I would imagine in the Scandinavian monarchies as well. In most other European countries, the opening of parliament is a much simpler affair. In fact, most European monarchs no longer even wear crowns.