Sighting: Lady Gaga works out at Reform Chicago Pilates studio
Chicago Tribune
Clifton eventually learned it was for Gaga and scheduled her for private lessons at the non-traditional pilates studio April 9 and 11. Gaga didn't show April 9, but her security guards did to check out the studio. They returned with Gaga two days later.

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Sighting: Lady Gaga works out at Reform Chicago Pilates studio – Chicago Tribune