On November 11 1985, Madonna Live: The Virgin Tour was released on home video in France and the U.K. The was was filmed on May 25th, 1985 at Cobo Arena in Madonna’s home town of Detroit, Michigan. The concert film was directed by Daniel Kleinman while the music was produced by Madonna & Patrick Leonard, making this their first commercially released collaboration.
At the beginning of the video Madonna declares:
“I went to New York. I had a dream. I wanted to be a big star, I didn’t know anybody, I wanted to dance, I wanted to sing, I wanted to do all those things, I wanted to make people happy, I wanted to be famous, I wanted everybody to love me. I wanted to be a star. I worked really hard, and my dream came true.”
An alternate cut of the live performance of Dress You Up was issued as the music video for the single several months before the release of the film, while the live performance of Like A Virgin from the film was serviced to MTV in conjunction with the home video release. Both videos were nominated for Best Choreography at the 1986 MTV Video Music Awards.
For unknown reasons, the release excluded the setlist’s performances of Angel, Borderline and Burning Up. At the time of its release, home videos were often priced according to their running time, and it was not unusual for concert films of that era to be edited down to a more marketable length – in this case, one hour. This would have allowed a price point that was more accessible to her age demographic and offers a possible explanation for the exclusion of these performances.
Though the concert film was also released on laserdisc in some countries, to date it has sadly not been officially reissued for DVD or digital download.
Today In Madonna History 
Over and Over-brilliant early Madonna performance!
I’m kind of surprised they included “Over and Over” and omitted “Burning Up,” since “Burning Up” was the bigger hit. I’ve always loved the video for “Dress You Up” too.
That’s true Warren, and actually Borderline and Angel were both even bigger hits. Although Burning Up is a personal favorite of mine and it would have been nice for it to have been included, having watched and listened to bootleg recordings of the complete show I must say that the live arrangement in this tour didn’t really do justice to the song. Actually, the arrangements for all three of the performances they chose to omit sound quite dated in comparison to the performances that did make the cut. Over And Over, on the other hand, actually sounds much better live than the original album version, in my opinion. So even though it wasn’t a single, I think it definitely made sense to include it.