The current version of my Lady Gaga live-appearances collection.
This includes all of her appearances on TV shows, radio programs and assorted special events when she played a song or few. Also includes a few appearances where she played longer sets, such as 2009 summer festivals.

I've included everything I can (for instance, no audio sources exist for some early performances, at least that I'm aware of.)

Audio-only, nearly all MP3, a lot 128kbps but some higher

Metadata:

Artist tag - "Lady Gaga"
Album tag - "YYYY.MM.DD - Performance Name/Location" 
* This date system means that they will sort chronologically, and in a separate section from other Lady Gaga content. Since I was able to date them in this manner, they also all have the proper year in the 'date' field.
Genre tag is 'Pop'.
I put in songwriter credits under the various songwriters' birth names.

Thanks to those who sourced the files - I just collected & collated them, and harmonized the metadata as described above.	

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List of Performances Included, and setlists

2005 - NYU talent show [Captivated, Electric Kiss]

2006.01.20 - Stefani Germanotta Band at the Bitter End [D'Yer Mak'er (Led Zeppelin cover), Hollywood]
2006.02.15 - The Knitting Factory [Again Again {partial}]
2006.10.06 - The Cutting Room [Wonderful, Fever]

2007.08.04 - Lollapalooza [Fragments/Sections of Disco Heaven, Summerboy, Dirty Ice Cream, Blueberry Kisses]

2008.06 - Montreal Show (320kbps) [LoveGame, BDR, Eh Eh, Paparazzi, Just Dance]
2008.06.07 - NewNowNext Awards [Just Dance]
2008.06.14 - Round-Up Saloon [LoveGame/Just Dance]
2008.06.26 - Miss Sixty Fall Fashion Show [BDR, Poker Face, Just Dance, LoveGame]
2008.06.29 - Manchester Academy [Brown Eyes]
2008.06.29 - SFPride [LoveGame/BDR/Just Dance]
2008.07.13 - Miss Universe [Just Dance]
2008.07.31 - So You Think You Can Dance [Just Dance]
2008.08 - Yahoo Critical Eye [Just Dance/LoveGame]
2008.08.20 - Music on Demand (Canadian TV) [Just Dance, LoveGame]
2008.08.30 - Sommarkrysset (Sweden) [Just Dance]
2008.09.20 - NRJ Music Tour Marseille [Just Dance]
2008.09.26 - Sunrise (Australia TV) [Just Dance]
2008.09.28 - Rove [Just Dance]
2008.10.23 - Jimmy Kimmel [Just Dance, Poker Face]
2008.10.23 - TIGER HEAT [BDR, Poker Face, Starstruck, Just Dance]
2008.10.28 - Release Party For The Fame [BDR/Paparazzi/Starstruck/LoveGame/Poker Face/Just Dance]
2008.12.31 - New Years Eve CNN [Just Dance]

2009.01.08 - Jay Leno [Just Dance]
2009.01.16 - GMTV [Just Dance]
2009.01.18 - T4 Sunday [Just Dance]
2009.01.18 - The Sunday Night Project [Just Dance]
2009.02.04 - KoKo Club, London [BDR/Just Dance/LoveGame/Paparazzi/Poker Face]
2009.02.20 - The Dome 49 [Just Dance/Poker Face]
2009.02.26 - Fama ¡A Bailar! [Just Dance]
2009.03.01 - T4 Sunday [Poker Face]
2009.03.10 - KIIS FM [Out On The Weekend (Neil Young cover)/Fooled Me Again (Honest Eyes), Poker Face (Acoustic)]
2009.03.10 - The View [Just Dance]
2009.03.23 - KDWB [Poker Face (Acoustic)]
2009.03.24 - B96 (Chicago radio station) [Poker Face Acoustic]
2009.04.01 - American Idol [Poker Face]
2009.04.16 - Friday Night With Jonathan Ross [Poker Face]
2009.04.18 - Schlag den Raab [Poker Face]
2009.04.19 - Quelli Che Il Caccio [Poker Face]
2009.04.22 - Mooi! Weer de Leeuw [Poker Face Acoustic]
2009.04.20 - Paul O'Grady Show [Poker Face]
2009.04.20 - BBC Radio 1 Lounge [Poker Face, Viva La Vida]
2009.04.24 - Primavera Pop (Madrid) [Just Dance, Poker Face]
2009.04.26 - Capital FM 95.8 [Paparazzi Acoustic]
2009.05.09 - Dancing With The Stars [Just Dance/LoveGame]
2009.05.11 - Ellen [Poker Face]
2009.05.17 - Rove [LoveGame]
2009.05.21 - Nova Radio [Paparazzi (Acoustic)]
2009.05.25 - Kia Soul Live At The Chapel [Paparazzi Acoustic, LoveGame, Just Dance, Poker Face, interviews]
2009.06.21 - MuchMusic Video Awards [LoveGame/Poker Face medley]
2009.06.26 - Glastonbury [Candy Warhol intro, Paparazzi, LoveGame, {instrumental jam}, Boys Boys Boys, audience chat, Money Honey, BDR, The Fame, Eh Eh, Poker Face]
2009.07.03 - Werchter [Brown Eyes]
2009.07.08 - Isle of MTV Malta [Paparazzi/LoveGame/BDR/Just Dance/Brown Eyes/Poker Face]
2009.07.09 - L'Alhambra (NRJ Sessions) {all acoustic} [Brown Eyes, Eh Eh, Poker Face, Wilkommen {Cabaret soundtrack cover}/Paparazzi]
2009.07.11 - T In The Park Festival {partial} [Paparazzi, LoveGame, BDR, Just Dance, Brown Eyes, Poker Face]
2009.07.12 - Oxegen Festival [Paparazzi, Brown Eyes, Poker Face, Poker Face (acoustic)]
2009.07.16 - GMTV [Paparazzi]
2009.08.01 - Orange Rockcorps [LoveGame/Poker Face]
2009.08.02 - Grona Lund Sweden [Just Dance]
2009.08.04 - Tokyo TV [Poker Face (alternate acoustic version)]
2009.08.07 - "Midnight Sonic" [Summersonic soundboard, full set. Contains a countdown and click track; this version is for the benefit of Gaga's backing musicians. Vocals still quite audible.
2009.08.07 - Summersonic [regular recording]
2009.08.22 - V Festival [Boys Boys Boys | Paparazzi, LoveGame, BDR, Just Dance, Poker Face]
2009.09.08 - Ellen [LoveGame]
2009.09.13 - VMAs {256kbps} [one-line Poker Face intro to Paparazzi]
2009.09.14 - V Magazine After-Party (Marc Jacobs) [Poker Face, Just Dance (alternate acoustic version)]
2009.09 - Fun Radio [Eh Eh Acoustic]
2009.09.10 - Taratata [Eh Eh, Maple Leaf Rag segment, Poker Face - all acoustic]
2009.09.20 - NRJ Radio [Just Dance/Poker Face]
2009.10.03 - SNL [Paparazzi/LoveGame/Bad Romance/Poker Face]
2009.10.04 - Carnegie Hall (Gavin Friday Birthday Party) [alternate version of Poker Face]
2009.10.12 - HRC National Dinner [Imagine (John Lennon cover)]
2009.11.14 - Bolshoi Ballet [Speechless]
2009.11.22 - AMAs [Bad Romance/Speechless]
2009.11.23 - Jay Leno [Bad Romance]
2009.11.27 - Ellen [Speechless]
2009.12.05 - Jingle Bell Ball [Just Dance, LoveGame, Poker Face (Acoustic), Poker Face, Paparazzi, Teeth, Bad Romance]
2009.12.08 - Royal Variety Performance [Speechless]
2009.12.08 - VEVO launch event [Speechless]
2009.12.31 - New Years Eve Miami [Bad Romance]

(Sometime in 2009) MTV UK Sessions, AOL Sessions, The Shalom Song from a Tel Aviv concert

2010.01.15 - Oprah [Monster/Bad Romance/Speechless]
2010.01.31 - Grammy Awards Ceremony [Poker Face, Speechless/Your Song {Elton John} (feat. Elton John)]
2010.02.10 - amFAR [Future Love]
2010.02.16 - BRIT Awards [Telephone, DITD]
2010.03.05 - Friday Night With Jonathan Ross [Telephone, Brown Eyes]
2010.04.16 - Music Station (Japanese TV) [Telephone]
2010.04.20 - GagaKoh [Speechless/Alejandro/Bad Romance medley]
2010.05.05 - American Idol Alejandro [Full Version and TV Edit]
2010.05.13 - Rainforest Benefit [Stand By Me {Ben E. King cover} (feat. Sting), Speechless/Your Song {Elton John} (feat. Elton John), Gaga as part of a large ensemble performing Don't Stop Believin' (Journey cover)]
2010.06.24 - Elton John's White Tie And Tiara Ball [Alejandro, You And I (premiere), Speechless/Your Song {Elton John} (feat. Elton John), Poker Face, Bad Romance]
2010.07.09 - Today Show (256 kbps .m4a) [Someone To Watch Over Me {oldies cover}/Bad Romance, You And I, Alejandro, Teeth]
2010.09.12 - VMAs [Born This Way chorus, a capella (premiere)]
2010.10.02 - With Yoko Ono [The Sun Is Down, It's Been Very Hard {Yoko Ono originals}, Give Peace A Chance (John Lennon cover)]

2011.01.05 - The Oak Room [Someone To Watch Over Me {oldies cover}]
2011.02.13 - Grammy Awards Ceremony [Born This Way (full-version premiere)]
2011.03.02 - Thierry Mugler [Scheisse/Government Hooker/Born This Way (premiere of S and GH)]
2011.03 - BTW at gay bars
2011.03.28 - BTW (Mariachi Version)
2011.05.05 - Oprah [Born This Way intro, You and I (premiere of studio version)]
2011.05.09 - Robin Hood Gala [Born This Way, Bad Romance, Speechless, You And I, Americano, Alejandro, Judas, Orange Colored Sky {oldies cover}]
2011.05.11 - Cannes [Judas]
2011.05.13 - Graham Norton [Judas, Born This Way]
2011.05.15 - Radio 1 Big Weekend (Carlisle)
2011.05.21 - SNL [The Edge Of Glory, Judas, Born This Way, also includes the 3-Way and Liquorville sketches]
2011.05.25 - American Idol [The Edge Of Glory]
2011.05.27 - GMA [Bad Romance, The Edge Of Glory, Judas, Born This Way, Hair] [includes sondcheck]
2011.06.06 - Council Of Fashion Designers Awards [Somewhere Over The Rainbow with Patti LaBelle]
2011.06.09 - Germany's Next Top Model [Born This Way, The Edge Of Glory]
2011.06.11 - Euro Pride [Born This Way, The Edge Of Glory, speech pandering to gays yet again]
2011.06.14 - X Factor (France) [The Edge Of Glory, Judas]
2011.06.15 - Le Grand Journal [The Edge Of Glory]
2011.06.15 - Little Monsters Video Awards [Born This Way, You And I, Edge Of Glory]
2011.06.15 - Paul O'Grady [Hair, The Edge Of Glory, You And I, Born This Way/Judas]
2011.06.19 - MuchMusic Video Awards [The Edge Of Glory, Born This Way]
2011.06.25 - Video Music Aid Japan [The Edge Of Glory, Born This Way]
2011.06.28 - Taratata [Born This Way, The Edge Of Glory, Hair]