Lady Gaga made her 'The Late Show With David Letterman' debut (April 2) and in typical Gaga fashion, she did so in a unique way. Instead of performing on his show's stage, she invited Letterman to tape two songs of her performance at her seven-show Roseland residency, which closes out the storied NYC venue, as it's shutting its doors.

The talk show host introduced Gaga from the crowd, in the middle of the floor, with an assist from actor Bill Murray.

She opened the 'Letterman' portion of her performance of her power ballad 'Dope,' which is easily one of the best songs on 'ARTPOP,' by screaming that she missed her hometown of New York. She had to keep it a bit tame since it was being broadcast on live TV. With her huge, volume-at-the-crown mane of yellowish hair, she played a rose-adorned piano and belted out the song. Yes, that was us getting chills. How about you?

Ma Monster also performed 'G.U.Y.,' an obviously more upbeat and dance-oriented track. Gaga and her crew of dancers brought it with their fancy footwork and choreography. Of course the big hair had its own zip code.

This pair of tunes showcased the power of Gaga as a performance artist.

Gaga's performances were super entertaining, and overall, it made us sad for the closing of a famous NYC venue. At least it's going out in style and on Lady Gaga's arm.

R.I.P. Roseland.

Watch Lady Gaga Perform 'G.U.Y.'