When very high voltages are applied to water in two adjacent beakers, they spontaneously form a “water bridge”. It’s a phenomena that, despite being known for more than 100 years, is not completely understood to this day. It is thought that the extreme voltages, in the thousands of volts, are able to pull the positive and negative charges of the water apart in a way that the thread can overcome gravity.
Water Bridge - Formation - YouTube
http://www.youtube.com/watch?v=AhHJ-SovtZ0