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Lady Gaga madison square garden jacket Johnny Weir olympics

And figure skater Johnny Weir! Natch.

Many New York celebs ventured out to the Lady Gaga concert at Madison Square Garden last night, including the stunning Michelle Pfeiffer - who looked like she had a blast! - her hubby David E. Kelley and Weir.

HBO is filming a concert doc of Gaga's Monster Ball Tour (of last night's and tonight's MSG performances) to be released on May 7th.

Click through our gallery below to see more of Michelle and the Olympian!