Wikipedia:

Giuliani was criticized for embracing illegal immigrants. Giuliani continued a policy of preventing city employees from contacting the Immigration and Naturalization Service about immigration violations, on the grounds that illegal aliens must be able to take actions such as to send their children to school or report crime and violations without fear of deportation. He ordered city attorneys to defend this policy in federal court. The court ruled that New York City's sanctuary laws were illegal. After the City of New York lost an appeal to the United States Supreme Court, Giuliani vowed to ignore the law.

Former mayor Rudolph Giuliani sued all the way up to the Supreme Court to defend the city’s sanctuary policy against a 1996 federal law decreeing that cities could not prohibit their employees from cooperating with the INS. Oh yeah? said Giuliani; just watch me. The INS, he claimed, with what turned out to be grotesque irony, only aims to “terrorize people.” Though he lost in court, he remained defiant to the end. On September 5, 2001, his handpicked charter-revision committee ruled that New York could still require that its employees keep immigration information confidential to preserve trust between immigrants and government. Six days later, several visa-overstayers participated in the most devastating attack on the city and the country in history.