The show must go on. On Saturday afternoon, Megan Thee Stallion publicly alleged that Dallas Mavericks guard Klay Thompson had cheated on her and confirmed to TMZ that she had decided to " end my relationship " with the four-time NBA champion. By Saturday night, the Grammy-winning rapper was back on Broadway, starring as Zidler in "Moulin Rouge! The Musical" at the Al Hirschfeld Theatre in New York City. Meg made her Broadway debut on March 24 and will continue in the historic role until May 17.