Lady Gaga performs ‘Dope’ and ‘G.U.Y.’ on ‘Late Show with David Letterman’

Last night (April 2), Lady Gaga invited the “Late Show with David Letterman” into the fourth of her seven shows at New York City”s Roseland Ballroom. Watch below as she performs “Dope” and “G.U.Y.” and takes a pic with fan and “Late Show” guest Bill Murray.

With Letterman and Murray watching in the wings, Gaga started the set at the keyboard for an impassioned delivery of “Dope.” The pop star was on her feet for “G.U.Y.” – wearing an 80s, white knit leotard and performing a routine with male dancers that”s reminiscent of her recently released music video. In all the clips, Gaga wore a cartoonish, blonde Jessica Rabbit-style wig.

Gaga”s first-ever residency commemorates the closing of Roseland Ballroom, which has been a NYC nightlife staple for more than 50 years. Her final show on April 7 will be streamed live at at 9 p.m. ET. Gaga kicks off her “Artpop” world tour in May.

In other news, David Letterman announced during a taping of tonight's “Late Show” that he plans to retire in 2015.