The iconic singer who has a cameo appearance as herself in the upcoming film played a song for the cast when shooting wrapped on her scene, before making an emotional speech.
According to gossip blogger Perez Hilton, actor Nicholas Rodriguez said: "Liza's scene is ginormous with a huge budget and pretty much everybody is in it, including Sarah Jessica Parker, Chris Noth, Kristin Davis, Kim Cattrall and Cynthia Nixon.
"After the shoot, Liza said, 'I would like to have everyone's attention,' and they pulled out a stool for her at the piano and gave her a mic and she sang a favourite of her mother, Judy Garland.
"Then she said, 'Thank you for letting me play with you guys.' It was so heartfelt and genuine. I got choked up and several people were sobbing like a baby, but I'm not going to name names!"
Liza is a guest at the film's "shock wedding", rumoured to be that of the franchise's gay characters Stanford Blatch and Anthony Marentino.
The film is due for release in 2010.
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