Lea Michele (Rachel) shared an embrace with Cory Monteith (Finn) before boarding a train and leaving town with all of her classmates gathering together and waving goodbye.
Michele later tweeted, saying "On set now shooting. It's my second to last day of filming season 3! Tomorrow's gonna be so sad!"
Dianna Agron posted a message upon day's send reading, "I don#t know all that is to come, but I know what a day like this means. Four years of love, light & support. To the cast, crew & creators. And to all of you that have shown your love along the way. We just can't thank you enough. This has always been a very surreal experiene. X"
The third season finale will be airing on May 22.
Featuring special guest star Lindsay Lohan, the synopsis reads: "As the countdown to graduation continues, the kids of New Directions prepare a high-concept routine for Nationals. When Tina bumps her head, the world of New Directions is turned upside down in her eyes. Then, the New Directions perform at Nationals for a celebrity guest judge (Lohan)."
Check out GLEE - Sneak Peek: "Props" on YouTube