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I think everyone wants it to work because Prince Harry is adored around the world, he’s the little boy who lost his mother at 12. He was a slightly off the rails teenager who became a war hero fighting on the frontlines… We want the fairy tale, which has had some tragic lows across the last 30-40 years. The overriding message of the documentary is 'fingers crossed.' Meghan Markle with Prince Harry after their engagement announcement. (Reuters) But those in the documentary warned that this world is not without its pitfalls, Bullen said. You marry into a world that’s diamonds and furs and castles and servants and literally knights in shining armor. But it all comes with a price. Are you ready to pay that price?