In GleeSeason 4, Episode 16: “Feud,” Finn showed up out of the blue in New York City to confront Brody about his shady dealings. Santana (Naya Rivera) had done some major investigation and figured out that Brody is working as a gigolo to wealthy NYC cougars. But instead of taking him down herself, she gave Finn a call instead.
When Brody walked into the hotel room expecting to get it on, he instead found Santana waiting on the bed. Then, Finn silently stepped out from behind the shadows.