The show was expected to broadcast on CBS. It was taped on the final night in Lisbon. CBS reportedly offered to pay $10 million to broadcast the concert as a two hour special but it did not happen.

No official DVD has been released yet.

A documentary titled « I’m Going To Tell You A Secret », which chronicled the tour, was released. The documentary was recorded during Madonna’s performance on the tour and was finished during the recording of Madonna’s « Confessions on a Dance Floor » album.

The DVD+CD containing the documentary and a live album of highlights from the show was also released in May 2006. The DVD contained a two hour long look at the tour, including its rehearsal plus some performance footage, while the CD offers thirteen songs of the set list plus the rock demo of « I Love New York ».