Developing efficient and robust terahertz (THz) sources is of incessant interest in the THz community for their wide applications. With successive effort in past decades, numerous groups have achieved THz wave generation from solids, gases, and plasmas. However, liquid, especially liquid water has never been demonstrated as a THz source. One main reason leading the impediment is that water has strong absorption characteristics in the THz frequency regime. A thin water film under intense laser excitation was introduced as the THz source to mitigate the considerable loss of THz waves from the absorption. Laser-induced plasma formation associated with a ponderomotive forceinduced dipole model was proposed to explain the generation process. For the one-color excitation scheme, the water film generates a higher THz electric field than the air does under the identical experimental condition. Unlike the case of air, THz wave generation from liquid water prefers a sub-picosecond (200 – 800 fs) laser pulse rather than a femtosecond pulse (~50 fs). This observation results from the plasma generation process in water. For the two-color excitation scheme, the THz electric field is enhanced by one-order of magnitude in comparison with the one-color case. Meanwhile, coherent control of the THz field is achieved by adjusting the relative phase between the fundamental pulse and the second-harmonic pulse. To eliminate the total internal reflection of THz waves at the water-air interface of a water film, a water line produced by a syringe needle was used to emit THz waves. As expected, more THz radiation can be coupled out and detected. THz wave generation from other liquids were also tested.