Lady Gaga performs on the Late Show (11 images)

Lady Gaga holds hands with David Letterman when they walk on 53rd Street when she appears on Late Show with David Letterman at The Ed Sullivan Theater in New York City on April 2, 2014. UPI/John Angelillo

David Letterman hands off Lady Gaga to Bill Murrary when they walk on 53rd Street when she appears on Late Show with David Letterman at The Ed Sullivan Theater in New York City on April 2, 2014. UPI/John Angelillo

Lady Gaga holds hands with David Letterman when they walk on 53rd Street when she appears on Late Show with David Letterman at The Ed Sullivan Theater in New York City on April 2, 2014. UPI/John Angelillo

Lady Gaga holds hands with David Letterman when they walk on 53rd Street when she appears on Late Show with David Letterman at The Ed Sullivan Theater in New York City on April 2, 2014. UPI/John Angelillo