Filmed at her childhood grammar school, the Sacred Heart Catholic School on Manhattan's Upper West Side, Gaga delivered a number of her hits including "Bad Romance," "Marry the Night" and unadorned renditions of "Hair," "You and I" and "The Edge of Glory."

Also featured were a handful of songs that were familiar to theatre fans and lovers of the American songbook. The special evening opened with Gaga and Tony Bennett offering a duet of the Richard Rodgers-Lorenz Hart song "The Lady Is A Tramp," followed by a solo rendition of "Orange Colored Sky" and Irving Berlin's "White Christmas" (for which Gaga penned an additional verse).

Several songs from the evening, including "Orange Colored Sky" and "White Christmas," are available in a special EP on iTunes.

Directed and conceived by the pop and fashion icon, "A Very Gaga Thanksgiving" also included holiday stories, family recipes, a sit-down interview with Katie Couric and a sneak peek at her latest video "Marry the Night." Here's a look: