Organisers invited 2,500 athletes to take part in the glittering closing ceremony at Salt Lake City's Rice-Eccles Stadium.
But International Olympic Committee president Jacques Rogge earlier questioned the "moral authority" of gold medallists Johann Muehlegg and Olga Danilova.
Because Muehlegg and Danilova, along with Larissa Lazutina, failed out-of-competition tests on 21 February, all three retained the medals they won earlier in the Games.
"They may technically be champions with those medals, but I question their moral authority, and how they can claim to be Olympic champions in the full sense of the word," said Rogge.
Sunday's closing ceremony marked the end of an action-packed Olympics in which controversies have shadowed great triumphs.
But in the wake of the 11 September attacks, Rogge used his closing address to praise the organisation that made Salt Lake City a safe games for athletes and spectators.
"Our gratitude goes to the security forces, who did such a professional job," said Rogge.
"People of America, Utah and Salt Lake City, you have given the world a superb Games.
"You have reassured us that people from all countries can live peacefully together."
A host of pop stars and America's biggest ever fireworks display brought the Games to a close.
Boy band NSync got the musical fare under way, singing the American national anthem to a patriotic crowd.
Other musical stars performing included Kiss, Gloria Estefan, Harry Connick Jr, Bon Jovi, Charlotte Church, Moby and Christina Aguilera.
Double Olympic figure skating champion Katarina Witt even danced to Kiss, the 1970s heavy metal group, performing their anthem Rock and Roll All Nite.
And Dorothy Hamill, the 1976 Olympic champion, skated to a version of Somewhere over the Rainbow, sung by Connick Jr.
The athletes were later invited onto the ice, which was sanded over, to dance to Bon Jovi and Aguilera.
Organisers deliberately held back on fireworks during the opening ceremony.
But they unleashed a five-minute display involving around 10,000 fireworks to bring the curtain down on the ceremony and the Games.