I live in Brisbane, Australia and I am the lead singer of a band called, "They are Spies".
We were playing in a small venue on the same night that Lady Gaga had her concert.
We were playing pretty late and we were about 2 songs into our set when my friend approached me in between songs telling me that Lady Gaga had just entered the venue.
Of course I didn't believe her and we just kept playing.
However, as we played the rest of our show, I noticed a bit of commotion and a woman dancing on a table towards the back.
While we were packing up following our set, someone approached us telling us that Lady Gaga wanted to chat with us. We quickly proceeded to the back where she had her bodyguards surrounding a cornered off section.
We stood outside the area and as soon as she spotted us she ran up and gave all of us hugs and said come in and sit down and hang. She chatted with us for about 20 mins telling us that she was in the limo driving past the venue when she heard our songs coming from the open windows. She ordered the driver to stop and that she wanted to go up and watch us.
She also said that she loved our band and that she was so close in jumping up on stage and singing a duet with me on our cover of "Thriller" but contractual issues didn't allow her to do that.
We got our photo taken with her and she was amazingly nice!