The show also included a surprise appearance from Graham Norton, who gyrated with the star on stage.
And, in a break from her tour’s standard setlist, she played Like A Prayer to highlight World Aids Day.
“The entire family of my adopted son died of Aids,” said Madonna, whose youngest son, David, was born in Malawi.
“It is not a disease that had gone away. We need to remember that. Let’s acknowledge all the people who have passed, and those who have fought to raise awareness. We shall overcome one day.”
The Rebel Heart tour launched in Canada three months ago and has already become one of the highest-grossing shows of the year, taking $46m (£30.5m) at the box office, according to Nielsen Soundscan.
Over two-and-a-half hours, the visual spectacular addresses themes of love, loss, revolution, sin, salvation,power, corruption and Madonna… But mainly Madonna.
“Even I have to admit that I outdo myself,” she deadpans half-way through the set.
The concert is split into roughly four sections, the first of which has a pan-Asian theme, with Madonna descending from the sky in a kimono-like robe and performing martial arts moves with her dancers.
Elsewhere, there is an x-rated re-enactment of The Last Supper, a Day of the Dead themed street party and a balletic tussle with a back-up dancer during Heartbreak City.
But Madonna is charismatic enough to command the entire arena on her own and the show’s strongest moments come when she’s solo on stage, shaking her hair to Like A Virgin or leading a singalong to Who’s That Girl?
The star is in an 80s mood throughout, resurrecting overlooked gems like True Blue (performed on a ukulele) and Burning Up, one of her earliest songs, which still sounds like a mission statement: “I’ll do anything, I’m not the same, I have no shame, I’m on fire.”
More recent material is drawn from Madonna’s current album – the scattershot, but largely successful, Rebel Heart.
The record marks one of the first times the star has addressed her own legacy and accomplishments and that sense of reflection is on display at the O2.
“I’m still trying to figure out who I am after all these years,” she observes after playing Who’s That Girl? “Does anyone ever really know?”
She even addresses her two divorces, saying she “sucks at marriage” and joking about the “three rings in every marriage – the engagement ring, the wedding ring and the suffering”.
Both moments come in the latter half of the show, when the pomp and pageantry give way to a more relaxed atmosphere.
Into The Groove gets a flirtatious flamenco makeover, while a slowed down Material Girl sees Madonna throwing tuxedoed dancers down a sloping LED screen (revenge for the Brits? Who knows).
Norton makes his appearance at the end of the night, dragged up on stage for the reggae-tinged Unapologetic Bitch and careening down the walkway, arms akimbo, with Madonna in tow.
She gives him a banana as a thank you present.
By this stage, Madonna actually seems to be having fun, teasing the crowd (“you’ve had your tongue down his throat all night,” she scolds one unfortunate couple) and asking for help when she forgets her words.
Twenty-five years after she invented the modern, multi-media pop spectacle with her Blond Ambition tour, it seems the star has found the freedom to play with the format.
Where once she declared “I am the boss” and commanded attention, she now thanks fans for the longevity of her career. “It’s an amazing gift for me to have been able to do what I do for more than 30 years,” she says.
The Queen of Pop’s crown may have slipped at the O2 in February – but her grip is firmly back on it now.
Source : BBC