Entertainment TV Lady Gaga Stops by 'Late Show' for a Selfie with Bill Murray She also invited the audience to her show By Alex Heigl Published on April 3, 2014 09:45 AM Share Tweet Pin Email Photo: Jeffrey R. Staab/CBS/Getty Mother Monster, meet Mr. Murray. Lady Gaga guested on the Late Show with David Letterman Wednesday, taking the opportunity to invite the audience to her own show at the nearby Roseland Ballroom. Gaga imported the late-night crowd en masse to her gig, where she performed two songs. Her seven-night run at New York’s Roseland Ballroom is notable for two reasons: The shows are totally sold out, and after her last performance Monday, the historic venue is closing down for good. Also – obviously – newsworthy: Gaga posed for a selfie with Bill Murray and Letterman, because well, wouldn’t you? Watch David Letterman’s Heart-Stopping April Fools’ Prank on Kristin Chenoweth Like us on Facebook for more stories like this!