Jeffrey R. Staab/CBS
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April 03, 2014 at 02:33 PM EDT

Audience members at the Late Show with David Letterman got a surprise last night when a barely-clothed Lady Gaga invited everyone to come across the street to the Roseland Ballroom and listen to her perform two songs as part of her Homecoming tour. The Roseland Ballroom is closing its doors for good following Gaga’s performance next Monday.

And yes, that is Lady Gaga posing for a selfie with Letterman and fellow guest Bill Murray. Because why not?

Watch our late night highlight below:

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