Cyndi Lauper played her first US show on Saturday, 7th April 2012 at Universal Studios as part of the annual Mardi Gras celebration.
This was an outdoor concert and about 4 pm Cyndi Lauper took to the stage to do a soundcheck where fans waiting in the crowd for the show could watch and listen. During the soundcheck Cyndi performed Down So Low and Set Your Heart which where not sung later during the show.