Madonna got political at her sold-out Yankee Stadium performance on Thursday night, Sept. 6

In between wielding a collection of guns and taking the entire crowd to church during a choir-accompanied "Like a Prayer," the Material Girl talked to fans about being proud of America without taking freedom for granted.

Madonna spoke about the appreciation for liberty she developed during the European leg of her tour, where she spoke out in favor of free speech and against the imprisonment of Russian punk band Pussy Riot.

She said seeing "people being locked up and put in jail for speaking their minds, for being gay, for not practicing the right religion" made her even more appreciative of the artistic freedom she enjoys in the U.S.

"It made me realize how lucky I am to be living in America," Madonna said. "We're free."

She added that America isn't perfect, but she sees hope in the country's first family.

"Thank God for Michelle Obama and her good-looking husband, too," she said to deafening cheers.

That wasn't Madonna's last shout-out to President Obama. As she stripped down during a performance of "Human Nature," the Queen of Pop revealed big, bold letters bearing the word "OBAMA" across her back.

Otherwise, the concert was one giant dance party. Madonna touched on some of the most memorable parts of her catalog, transforming into a baton-twirling cheerleader during "Express Yourself" and reprising her iconic cone bra during "Vogue."

Madonna will return to Yankee Stadium for a second concert there on Saturday. Fans will have a third and final chance to catch the "MDNA" tour in New York City at Madison Square Garden on Nov. 12.