The Spanish star brought out Camilo, Juanes, Luis Fonsi and others at the sold-out show.
Michael Bublé, Cynthia Erivo, Dave Koz and Henry’s daughter Monica Mancini performed.
“It’s a bit of a -- do I dare say -- mind f-ck," admitted the band's Wendy Melvoin.
The singer was in the middle of "Cry Me a River" on Saturday when he spotted someone on the floor struggling.
The star was caught singing into a drum stick by accident at a recent show.
The country star's show also featured openers Zach Top and Ian Munsick.
The singer returned on Tuesday night (May 28) to the venue he first played in Oct. 1978.
Elsewhere in their set, singer Chris Martin dropped in a bit of Carpenter's hit "Espresso" into "Fix You."
Meg's Hot Girl Summer Tour reached New York City on Tuesday night (May 21), with special guests Cardi B and A Boogie Wit Da Hoodie.