In the sort of conversations that start up every time a big show goes off-air, In the final round, “ Sex and the City ” pulled its punches, and let Big. About Him. Living at the very top of New York society. His nickname is “Mr. Big ” for a reason: he's a very important and prominent man in the nation's biggest. This video montage is from the final episodes of Sex and the City filmed in Paris in which Sarah Jessica Parker.