Video: Prince with Sharon Jones, Maceo Parker at Madison Square Garden

So, Prince has been doing these bonkers shows in New York City over the last month or so, playing all of his hits and bringing out guest stars/collaborators (Cyndi Lauper, Janelle Monae, etc.) On Tuesday, January 18, Prince tapped saxophonist Maceo Parker and the lovely Sharon Jones for a version of "Love Bizarre." (That was in the encore, even; the entire setlist from the show is below.) Jones and Prince get down together starting a bit after 1:10, and it's about as amazing as you would expect the collaboration to be. Check it out.

Setlist (via Spin)

Purple Medley (When Doves, Pop Life, Sign of the Times, Alphabet Street, Hot Thing, Erotic City, Nasty Girl, Darling Nikki) Kiss Take Me With U Anotherloverholeinyohead Shhh Controversy Musicology Raspberry Beret Cream Cool Let's Work U Got The Look Arms of the Angel Somewhere Here on Earth / I Love U But I Don't Trust U Anymore She's Always in My Hair
 Dreamer Purple Rain

Encores: Love Bizarre
 if I Was Your Girlfriend Insatiable Scandalous Adore Baby I'm a Star Let's Go Crazy 1999 
 Dance Peach

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