Lady Gaga performs 'Bang Bang (My Baby Shot Me Down)' for a PBS special called   'Tony Bennett & Lady Gaga: Cheek to Cheek LIVE!', airing October 24.

Lady Gaga and Tony Bennett just released their jazz album called 'Cheek to Cheek' on September 23rd.

Originally sung by Cher the song 'Bang Bang' (My Baby Shot Me Down) has been covered by many singers. Lady Gaga actually impressed me with this performance. I just might download a copy of this album.

The show that will air this October on PBS was taped in front of a live studio audience at Jazz at Lincoln Center’s Frederick P. Rose Hall this past July. Check out the concert on October 24 at p.m. ET on PBS.

Are you going to watch watch Gaga and Tony team up on TV? If you can't wait till then check out 'Anything Goes' below.