Warne's XI won the toss and plumped to bat first, with Yuvraj Singh's blazing century rescuing them from a precarious position and helping them set a respectable 293-7 from their 50 overs.
But the team was rocked by the news that Warne had broken his hand facing a Brett Lee beamer, and under Adam Gilchrist's leadership and against Finch's brilliance they subsided to defeat with 25 balls to spare.
It was a remarkable day, with a host of star names lined up to compete.
Gilchrist and Virender Sehwag opened the batting, making a breezy start by adding 54 in just 6.5 overs against the new ball.
But the momentum was lost when Sehwag missed a straight ball from Brett Lee, before Saeed Ajmal tore the top order to shreds.
The Pakistan spinner, still playing at the highest level, had figures of 4-0-9-4 at one point and the wickets of Gilchrist, Tamim Iqbal, Kevin Pietersen and Shahid Afridi to his name.
At 68-5, it looked like fans might be robbed of a spectacle, but Yuvraj turned that around. With Paul Collingwood providing steady, unspectacular support, Yuvraj played himself in before taking charge, posting a 134-ball 132 before falling at the death to none other than former team-mate Tendulkar.
It brought Warne to the crease, who was rapped on the hand by a Lee beamer first ball. It looked painful, and though he stayed out until the end of the innings five balls later, it soon emerged he would not be able to bowl.
Finch and Tendulkar opened the MCC batting with confidence, adding 107 for the opening wicket in good time. Tendulkar delighted the crowd with a sparkling array of shots before falling for 44, but his exit only brought Brian Lara to the middle.
Lara, now retired from the top level for seven years, looked rusty by comparison, labouring to a 38-ball 23. Rahul Dravid followed—also to Paul Collingwood—for a golden duck.
But Finch was happy to steal the show in front of more illustrious names. He passed 100 in just 96 balls, and then accelerated once more as it became clear that his side had control of the match.
With his sixth maximum of the innings and Shivnarine Chanderpaul for company, Finch settled the contest.
But Finch's star turn was just a part of the day—nostalgia was paramount, and the game befitted the wonderful landmark Lord's passed this year.