From its hydraulic stage to Jean-Paul Gaultier's iconic costumes, it raised the bar for stadium-sized spectacle.
Now, after seven huge world tours, the star tells the BBC she's "exploring" a smaller-scale show in the future.
"I've done so many shows - world tours, stadiums, sports arenas, you name it - that I feel like I have to reinvent that now too," she explains.
"I like doing intimate shows and being able to talk directly to the audience.
"This is something I'm exploring right now: the idea of doing a show that doesn't travel the world, but stays in one place and utilises not only humour and the music in a more intimate setting but other people's music, as well, and other entertainment.
"Kind of a revolving door of amazing, gifted, unique talent - dancers, musicians, singers, comedians, me, humour. I don't know! Like, I'm trying to come up with all those ideas now."
The concerts will presumably owe much to the vaudeville-style Tears of a Clown show that Madonna performed twice in 2016 - once as a gift to fans in Australia, and again at a fundraiser for her Raising Malawi charity.
The low-key gigs featured the pop icon dressed as a clown, riding a tricycle, chatting to the audience and telling jokes when not performing stripped-back renditions of some of her favourite songs.
Footage of the Australian concert appears on the star's new DVD, released on Friday, which documents her 2015-16 Rebel Heart Tour.
In an exclusive interview with BBC News, she talked about touring life, changing attitudes to sex, and her recent dispute with a courier company.