It’s interesting, if not exactly ironic, that Tony Bennett is appearing directly opposite Game 3 of the World Series tonight. It means that the singer whose most famous hit is “I Left My Heart in San Francisco” will be singing his heart out while the Giants play in San Francisco. But he’s singing, this time, with Lady Gaga, in a performance recorded at Lincoln Center in July. This is no quickly improvised jazz vocal set: The sets and lighting are by the amazing Robert Wilson (Philip Glass’ Einstein on the Beach), and the songs are pulled from the great American songbook. Check local listings.