PSY joins Madonna onstage for "Gangnam Style" dance Madonna has gone "Gangnam Style." Korean pop star PSY joined the pop icon Tuesday night during her second show this week at New York's Madison Square Garden. They danced to his pop culture anthem "Gangnam Style" and to her jam "Music" in front of nearly 20,000. Madonna said she had a "surprise" for the audience, noting that PSY flew "all the way from Frankfurt, Germany this morning." She also said she was a big fan of the rapper and loved his suit, which was bright red. Madonna asked the audience, "How much do we love PSY"? PSY said he's had a lot of experiences in the last few months, and that performing at MSG with Madonna topped his list. Together, they did the now-famous "Gangnam Style" dance. Madonna also collected money for those affected by Superstorm Sandy. Fans threw money onstage while she sang "Like a Virgin." She said she collected $3,000 at Monday's show. Madonna is on tour through the end of the year behind her "MDNA" album.