▁two - hour ▁special ▁was ▁directed ▁by ▁the ▁singer ' s ▁ch ore ograph er ▁Laur ie ann ▁Gib son ▁and ▁produced ▁by ▁H BO . ▁It ▁was ▁first ▁broadcast ▁on ▁the ▁channel ▁on ▁May ▁ 7 , ▁ 2 0 1 1 , ▁a ▁day ▁after ▁G aga ' s ▁last ▁date ▁of ▁The ▁Mon ster ▁Ball ▁Tour . ▁The ▁special ▁was ▁released ▁on ▁November ▁ 2 1 , ▁ 2 0 1 1 , ▁on ▁DVD ▁and ▁Bl u - ray ▁by ▁Media ▁Bl aster s . ▁ ▁Lady ▁G aga ▁Pres ents ▁the ▁Mon ster ▁Ball ▁Tour : ▁At ▁Mad ison ▁Square ▁Garden ▁features ▁concert ▁foot age ▁as ▁well ▁as ▁pre - con cert ▁and ▁back stage ▁content . ▁The ▁special ▁received ▁critical ▁acc laim ; ▁critics ▁pra ised ▁G aga ' s ▁performance ▁and ▁the ▁on stage ▁the atr ics ▁while ▁express ing ▁doubt ▁in ▁G aga ' s ▁sin cer ity ▁during ▁her ▁mon olog ues ▁and ▁in ▁pre - con cert ▁scenes . ▁When ▁a ired , ▁the ▁special ▁was ▁watched ▁by ▁ 1 . 2   mill ion ▁view ers ▁and ▁was ▁nominated ▁for ▁five ▁awards ▁at ▁the ▁ 6 3 rd ▁Prim etime ▁Em my ▁Awards , ▁winning ▁one ▁for ▁Out standing ▁Picture ▁Edit ing ▁for ▁a ▁Special ▁( Single ▁or ▁Multi - Camera ). ▁ ▁The ▁video ▁album ▁released ▁for ▁the ▁special ▁includes ▁extra ▁foot age ▁like ▁a ▁cap ella ▁performances ▁and ▁a ▁photo ▁gallery . ▁The ▁ 5 . 1 ▁surr ound ▁sound