The marriage took place at Grace Cathedral, followed by a party at a 1930s speakeasy-style club where the newlyweds and 250 guests drank Dom Perignon and dined on steak and lobster.
Cox wore a white Valentino dress.
Among those who attended were Friends actress Jennifer Aniston and her boyfriend, Brad Pitt; actor Richard Benjamin and his wife, Paula Prentiss; and Paul "Pee-Wee Herman" Reubens.
Cox and Arquette met on the set of the 1996 horror comedy Scream and appeared together last year in the film's sequel. Arquette, 27, proposed to Cox, 34, on a Florida beach.
Cox has co-starred on the TV show Friends since 1994. Arquette, the brother of actresses Patricia and Rosanna Arquette, recently appeared with Drew Barrymore in the film Never Been Kissed.