In both Fiddler on the Roof and Yentl, the wedding scene includes the bride and groom being led to the Chuppah by processions wherein everyone carries a candle. All guests are also holding candles at the wedding scene in Cabaret (couldn't find the relevant scene on youtube).
(The Fiddler on the Roof scene is an outdoor wedding. The Yentl wedding happens indoors, although I'm not sure where the procession comes in. The Cabaret wedding is completely indoors - there wouldn't have been anything outdoors with the Nazis on the rise). Even for outdoors events, holding candles in one's hand was not the "standard" way of lighting one's way in any period of time that I'm aware of. Instead, normally lamps were used, giving the candle some protection from the wind. Torches were also commonly used for processions. And by the time of Cabaret, there was electricity and gas lighting.)
I have never seen or heard of such a tradition in real life. Closest I could find is two candles, as discussed in this question.
Have those processions with candles really existed somewhere at some point of time, as some local tradition? Or have they been made up for the movies? If the latter, how did the same erroneous tradition find its way into multiple movies?