Zog finds out in Dinosaur Seen in Sewers! that the statue was used as a Kraang base. He sets off a beacon from the statue to summon his Triceraton brethren, and fights the Turtles on it. At the end of the battle, Zog purposely plummets to his death from the edge of the statue's torch.
In the Out of the Shadows film, the turtles cheer their victory atop the Statue of Liberty by the end.