The veteran electro pop singer made a surprise appearance towards the end of the 'Head Like A Hole' rockers' set at London's O2 Arena - which frontman Trent Reznor has claimed will be one of their last ever - on Wednesday night (15.07.09).
Trent hailed the guest performer as "vitally important and a huge inspiration" before they performed 'Metal' and 'Cars' together.
Despite their current tour being billed as the 'Wave Goodbye' concerts, Trent - the only permanent member of the group - recently insisted he is not quitting music completely.
He said: "What I specifically said or meant to convey is that NIN as a...live band that's on the road all the time is stopping.
"I've just reached the point where touring has invaded every other aspect of my life. I have a number of projects that are not music-related, which I have put on the back burner for a long time.
"I'd never want to be Gene Simmons, an old man who puts on makeup to entertain kids, like a clown going to work.
"In my paranoia, I fear that if I don't stop this, it could become that."