Wright-Phillips has a MLS-leading 20 goals on the season — breaking Juan Pablo Angel's club record of 19.
Henry's diving header evened the match at 1-1 in the 53rd minute for New York (7-7-10). He added his second in the 67th minute when he bent a ball around Montreal goalkeeper Evan Bush.
Henry's through ball in the 74th minute set up Bradley Wright-Phillips' first goal. Wright-Phillips capped the scoring with an angled shot in the 91st minute.
Dilly Duka made a long run in the 37th minute for Montreal (4-15-5) and squeezed a shot between New York goalkeeper Luis Robles and the near post. Andres Romero curled in a goal from the 18-yard line in the 79th minute.