 HBO filmed a special of The Monster Ball Tour during Gaga 's February 21 – 22 , 2011 shows at Madison Square Garden . The special , titled Lady Gaga Presents the Monster Ball Tour : At Madison Square Garden , aired on HBO in May 7 , 2011 and Sky1 on May 21 , 2011 in the United States and the United Kingdom respectively . Prime showed the special in New Zealand on June 2 , 2011 . The special showed the whole of the Monster Ball Tour , and some backstage footage , which was shown in black @-@ and @-@ white . It ended with another black @-@ and @-@ white backstage scene where Gaga and her backup singers perform " Born This Way " a capella . 
