In its recap of Glee, Arts Beat wrote, "Chris Colfer’s recreation of 'Le Jazz Hot' from 'Victor/Victoria'... was a daring moment for the show and one of the bolder bits of transvestism since Mayor Rudolph W. Giuliani popped up in that same musical." Which brings us to the NY Times' coverage of that 1997 moment:

"No one was fully prepared for the sight of New York City's brawling Mayor as he tottered onto the New York Hilton stage Saturday night in high heels, a full-figured spangled pink gown, a platinum-blond wig and several pounds of makeup. This is a man, after all, who has to pay media consultants to find his sensitive side.... The audience of journalists, public officials and lobbyists greeted Rudia with a huge outburst of applause and hoots of sustained laughter, but when it became clear that the Mayor was actually going to deliver a sustained performance in the outfit, members of the crowd seemed torn between being amused and being appalled."

Giuliani's drag act was for the annual Inner Circle dinner, the roast where the Mayor pokes fun at himself and others in politics with help from Broadway—this year, Mayor Bloomberg was in a spoof of Hair, with help from Snooki and The Situation.