Where Is Paul McCartney's Secret 'Egypt Station' Concert in New York City? Musician Hints It Will Be 'Grand'

Sir Paul McCartney is playing a secret show in New York City Friday, and he offered a big hint about its location on The Tonight Show Starring Jimmy Fallon Thursday.

To celebrate the release of his new album, Egypt Station, now available, McCartney has a surprise for New York. "Because it's a surprise gig, we haven't been telling anyone," he said to Fallon. "But the album's title is Egypt Station, so there might be a little clue there. It might be a grand show, I don't know."

If you can't make it to, or get tickets for, the concert at Grand Central Station, McCartney partnered with YouTube Originals to live-stream the event via his YouTube channel at 8 p.m. ET.

McCartney teased the secret show on social media all week. "Two days to go… See you at #EgyptStation this Friday evening," he wrote on Twitter Wednesday, with the hashtag "Don't miss the train" and photos of the special Egypt Station MetroCards, which were available at Grand Central Terminal this week.

Fallon praised the album's cover art, specifically pointing to the way it folds out. "If people are going to pay hard-earned money, you've got to give them some value," McCartney told him. "We wanted to do something that was a bit like [a concept album] because we figured we can't really do the modern pop album, where it's just a bunch of singles. People like Taylor Swift and Beyoncé have that covered, and they've got better legs than me.

"The only reason you got an album was when you had enough successful singles, then they bundled it into an album," McCartney continued. "But after a while … we thought, 'Wow, wait a minute, you could do stuff with this,' and so we started to get imaginative. I'm trying to go a bit back to that theory, that you might even listen to it the whole way through."

In addition to surprising fans with the secret concert, McCartney had fun surprising people who thought they were only going to get a tour of 30 Rockefeller Plaza. Their elevator stopped on the wrong floor, where Fallon and the singer were waiting to entertain them with a variety of antics. They sat in chairs "reading" newspapers and "smoking" pipes, performed a "magic trick" to reveal McCartney and played Ping-Pong.

"I thought, when I was little, I was going to marry Paul McCartney," one woman said. "That's the closest I ever got, and I am thrilled."