I have restored a few photos on the restoration site where bridesmaids have worn veils, but of course I can't find any just now.
It was quite fashionable in the 1st half of the 20th century and very fashionable in Victorian times.
The following is from an article about wedding traditions - Bridesmaids were originally directed to dress just like the bride, and this, says Blank, was "intended to confuse evil spirits or those who wished to harm the bride so the bridesmaids wore veils,"