Gaga directed the music video , which was filmed in New York City . It tells the story of when she was signed by her label Interscope Records after being dropped from her former record label , Def Jam Recordings , with scenes in a clinic , a dance studio , her own New York apartment and on a car 's rooftop at a parking lot . She sports outfits by Calvin Klein Collection , Yves Saint Laurent and Stéphane Rolland . Prior to its release , the music video was teased with video stills and previews . Critics wrote positively on the clip , deeming it creative and ambitious , while lauding its narrative theme . Gaga has performed the song at the 2011 MTV Europe Music Awards , '' The X Factor '' , and as the final song of her Born This Way Ball tour ( 2012 – 2013 ) . She also recorded an acoustic version for her Thanksgiving Day special , '' A Very Gaga Thanksgiving ''
2011 MTV Europe Music Awards
2011 MTV Europe Music Awards
Marry the Night