Physicist Elmar Fuchs and his colleagues from Graz University of Technology are investigating why water, when exposed to high voltages, forms this strange liquid bridge as the liquid moves from one beaker to another. They published their research in the Jouranl of Physics D: Applied Physics. The water bridge was cylindrical with a diameter of 1 to 3 mm and spanned as much as 25 mm. From PhysOrg.com:
The group's analyses have shown that the explanation may lie within the nature of the water's structure. Initially, the bridge forms due to electrostatic charges on the surface of the water. The electric field then concentrates inside the water, arranging the water molecules to form a highly ordered microstructure. This microstructure remains stable, keeping the bridge intact.Link to Physorg article, Link to the scientific paper (Thanks, Sean Ness!)