Lucky - Glee: The 3D Concert Movie | REACTION 

You might not see this but some background information (sourced from Kevin and Jenna's podcast): this was after season 2, they started going on tour three days after the last day of filming s2, they went for six weeks, played 44 shows in four countries (US, Canada, UK, Ireland), to an audience that totaled approx. 500.000 people. Most if not all of their shows were sold out, and since it was a stadium tour, they usually played to an audience of 10k to 20k people. The singing is live, tho some of the backing tracks in some of the performances are pre-recorded. They all stayed in character for the tour and the movie, and the show had a plot connecting all the different musical numbers, tho they were cut up and rearranged for the movie so... there are no actual spoilers in the movie for the plot. From what they say, it must have been a pretty intense and crazy experience.

The glee cast went on a whole actual tour after the filming of season 2 and before season 3 started. This concert movie is from the tour in fact and its crazy to think like you mentioned how the show got so big they were able to do all of this. I love this Duet Chord and Diana did it so well! The question on if they are lip syncing, they do on the show but on this i believe this was live vocals.

I went to one of their shows. They sing live. Listen to the difference in how Chris Colfer sing "I want to hold your hand" during the live concert vs the show.