Lady Gaga was spotted filming footage for her HBO special (airs on May 7th) on the streets of New York City, Rivington Deli on the Lower East Side and Stanton Street on Monday. Gaga is set to play a show at Madison Square Garden tonight, which is also being filmed for the special. 

Wearing fishnets, black underwear with a leather jacket, and black platforms without a heel, the "Born This Way" singer attracted a huge crowd of fans who wanted to have autographs.

What a dream come true! Filming my HBO special of the Monsterball today, and just finished editing Born This Way video! Announcement Soon! X

— Lady Gaga (@ladygaga) February 21, 2011