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Gaga must have been David Letterman's favorite guest last night!

For her third outfit change on Monday, the Lady picked two items that always seem to work for her: underwear and a mask!

The Judas singer has been on a whirlwind promotional tour for her new album, Born This Way, which was released world wide on Monday.

But how did the busy super star/budding icon manage to record a new album so fast, with such an intense touring schedule? She did it on the road!

Ryan Seacrest revealed on his LA radio show early Monday, "She recorded most of the album in a studio — on wheels. After her shows she’d hop into a converted bus, that had a studio in it, and record tracks all night as they rolled down the highway to her next stop, and then early in the morning, they’d pull over and she’d get out of that converted bus and onto her sleeping bus and rest as much as she could until rolling into another city for another show.”

Lady Gaga never fails to impress!

Find out how the Bad Romance singer almost crashed, after the jump ...