Sept. 9 (UPI) -- Pop music icon Lady Gaga performed her song "Vanish Into You" on The Late Show with Stephen Colbert Monday night. The song is from her latest album, Mayhem. Gaga won Artist of the Year at the MTV Video Music Awards ceremony Sunday night, after which she dashed across New York City to perform a concert. Last week, she appeared as a professor to Jenna Ortega's Wednesday Addams in Season 2, Part 2 of the Netflix series Wednesday. Gaga also recorded the song "The Dead Dance" for