The performance, which took place at the Gagosian Gallery in New York City on Sept. 24, begins with Madonna being dragged across the floor by two men dressed as prison guards.

She is soon on her knees singing, "Drink up baby, look at the stars/ I'll kiss you again between the bars/ Where I'm seeing you there with your hands in the air/ Waiting to finally be caught," as if at any moment she might burst into tears.