Psy, Madonna do the Gangnam Style

Madonna has gone "Gangnam Style."

Korean pop star Psy joined the pop icon Tuesday night during her second show this week at 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 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.

He added that he's had a lot of experiences in the last few months, and that performing at MSG with Madonna topped his list.

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.