Source: Wikipedia
The singer (real name Stefani Germanotta) ended up over a girl's knee in St. Jerome's night club in New York April 2009. She seemed to be enjoying it. The girl was supposed to be Lady Starlight.
Also she said this in an interview with femalefirst.co.uk:
I just have this weakness for leather, long hair and a dark side. Maybe that's not such a good thing.
This showed in these pictures for Vogue Hommes Japan (photographer Nobuyoshi Araki):
Another kinky photoshoot:
In Mai 2011 she visited fashion designer Jean-Paul Gaultier in Paris - part of a documentary for French television. The visit included a photoshoot which showed Gaultier (as a priest) spanking Gaga (as a nun).
R Kelly I guess?