Watch Madonna: The Virgin Tour — Live (1985) : Full Movie Online Free Madonna: The Virgin Tour — Live contains the concert footage from The Virgin Tour, filmed at Cobo Arena in Detroit, Michigan on May 25, 1985. Madonna launched her first major concert tour in support of her album Like a Virgin, and this video captures the Material Girl on-stage, baring her famous tummy and dancing up a storm as she belts out a set of hits from her first two albums.