Concerto registrato al Madison Square Garden di New York. Tracklist: Velvet Rope, If, You, Let's Wait Awhile/Again, Control medley: Control/The Pleasure Principle/What Have You Done For Me Lately/Nasty/Throb, Escapade medley: Escapade/When I Think of You/Miss You Much/Runaway/Love Will Never Do [Without You], Alright, I Get Lonely, Anytime Anyplace, Rope Burn, Black Cat, What About, Rhythm Nation, Special, That's the Way Love Goes, Got 'Til It's Gone, Go Deep, Together Again.