And Steve and I were there! This is what the Associated Press said:
Madonna doesn’t do anything small.
The Material Girl celebrated Barack Obama’s victory Tuesday night with a glittering rally of her own, leading thousands of fans at her concert in San Diego with a rousing introduction to her song “Express Yourself.” In a video posted on YouTube, Madonna claps her hands and declares, “This is a historical evening! ... We are lucky to be sharing it with each other!”
Here's that video: