I had a real good time! "Gypsy" is one of my all-time favorite musicals and I was pleasantly and excitedly surprised when Jennifer Lopez did one of these signature tunes from the show in her new Las Vegas residency! | Perez Hilton shares video he took of Jennifer Lopez performing "Let Me Entertain You" from the Broadway classic "Gypsy" - during her new Las Vegas residency at The Colosseum Theater at Caesars Palace.