About 75,000 fans caught Saturday's show.
Waters wrote "The Wall" and first recorded it with Pink Floyd in 1979. It has sold more than 23 million albums to date. The band subsequently brought "The Wall" on tour, performing 28 shows in 1980, and the album was adapted into a feature film in 1982.
Waters updated his "The Wall" tour in 2010 to take advantage of advances in technology and has since performed the show 160 times in 27 countries.
The 2012 North American tour included nine outdoor stadium performances, including New York's Yankee Stadium, Boston's Fenway Park, and Chicago's Wrigley Field.
"Forty years ago, we couldn't have filled the space in a way that would have been emotionally, musically and theatrically satisfying. Technology has changed. Now we can," Waters said in a statement.