Kathleen Treanor, whose 4-year-old daughter, Ashley Eckles, died along with Treanor's mother- and father-in-law, said there were no expressions of emotions during a closed-circuit telecast.
"This is a completion of justice, and that's what I'll remember about today," Treanor said.
Treanor carried a photo of Ashley and said she thought of her daughter "every second of the way."
The telecast of the execution was shown to 232 survivors and family members at the Federal Transfer Center, where a wide-screen television was set up.
At the site of the bombing, now a memorial, there were prayers and the bitter knowledge that "it still hurts." No official announcement of McVeigh's death was made. People heard it from radio, or gathered around a small battery-powered television. Many then began to slowly leave.
Janice Smith, whose brother Lanny Scroggins died in the April 19, 1995, bombing, prayed with her children at the Oklahoma City National Memorial, then left after getting word at 7:14 CDT a.m. that McVeigh was dead at the federal prison in Terre Haute, Ind.
"It's over," she said. "We don't have to continue with him anymore."
Renee Findley, whose friend 41-year-old Teresa Lauderdale was killed, stood at the memorial with Lauderdale's parents, John and Gloria Taylor.
"There's some relief, but it really doesn't change anything," Findley said. "It still hurts."
President Bush said Monday justice had been served with the execution of McVeigh.
"The victims of the Oklahoma City bombing have been given not vengeance but justice," Bush said, hours before leaving on a trip to Europe where he is likely to face protests by death penalty opponents.
"Today every living person who was hurt by the evil done in Oklahoma City can rest in the knowledge that there has been a reckoning," he said in a brief statement to reporters.
Within an hour after McVeigh's death, a plaque marking his execution was installed at the Oklahoma City National Memorial.
It reads: "McVeigh is executed by lethal injection on June 11, 2001, at the federal penitentiary in Terre Haute, Indiana."
The plaque, part of a timeline, hangs next to a framed copy of the Rocky Mountain News' front page the day McVeigh was convicted in Denver.
Richard Williams, a bombing survivor who was manager of the federal building, helped hang the plaque, which replaces one that said McVeigh's execution was postponed from May 16 to June 11.
"This is a part of the evolution of the museum," he said. "It's a very significant change in the timeline."
In Great Britain, Amnesty International, the London-based human rights group that has long led an international crusade against capital punishment, called the execution of McVeigh a "failure of human rights leadership at the highest levls of government" in the United States.
"The U.S.A ... has allowed vengeance to triumph over justice," Amnesty said in a statement.
Amnesty International Spokesman Rob Freer said the death puts more distance between the United States and its allies around the world who do not use capital punishment
At the hour of McVeigh's execution, it was the top story on many national TV networks across the globe. In Italy, state RAI television opened its hourly newscast at 2 p.m. local time by telling viewers McVeigh would receive a lethal injection at any moment.
In Europe, where there is widespread opposition to the death penalty and the practice is outlawed by the 15-nation European Union, the execution was almost universally viewed with distaste.
"Assassination of an Assassin," the French left-leaning newspaper Liberation headlined, with a full-page photo of McVeigh on its cover. The German mass-circulation Bild said it had "no pity" for McVeigh, but in an editorial argued strongly against the death penalty.
In Israel, where news of the ongoing violence with the Palestinians dominates the headlines and the airwaves, the execution garnered very little attention. It was far down in the list of hourly headlines on Israel radio, which is listened to avidly throughout the country.
A small group of protesters staged an anti-death-penalty demonstration outside the U.S. Embassy.
The Vatican, which speaks out strongly against capital punishment, had no immediate comment on the execution.
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