To celebrate their headlining U.K. gig last night (Dec. 16), Semi Precious Weapons brought out the best cameo a band could ask for -- Lady Gaga.

The band has been opening for Gaga throughout her Monster Ball world tour, and will do so at her O2 Arena gigs in London tonight and tomorrow (Dec. 16-17), but last night (Dec. 15) Gaga returned the favor by going on stage with SPW at the O2 Arena Academy 2 Islington.

The singer showed up at the tiny venue, which holds approximately 250 people, to assist on drums and vocals on two songs, wearing in nothing but a bra and underwear. During the performance, SPW frontman Justin Tranter excitedly told the crowd, "On drums we have two of my oldest friends in the world, Daniel f**king Crean and my sister, my soulmate, Lady f**king Gaga!"

Video: Lady Gaga Crowd Surfs at Semi Precious Weapons show

According to the UK newspaper The Sun, many of the eager concert attendees followed Gaga's lead, stripping down to their underwear.

Pandemonium erupted in the venue when Gaga got up from the drum kit to crowd surf, but security was nearby to reel her back to the stage and to ensure her safety.

After the show, the band took to Twitter to relay the night's events. "Tonight happened!! I love our London fans, and @breedlovenyc  @ladystarlightny @ladygaga  ! Magic!" the band wrote. "Panties and Booze. Thank you London. Lying in bed in London w/ an assortment of new friends. Tonight was Dirty Showbiz heaven. Thank u all. 2011 will be even more..."

Gaga also regaled in the excitement this morning via her own Twitter page, writing: "London, I have never felt more grateful for little monsters, music, and creativity. I can't wait to blow the roof off the 02 arena tonight."