It's unofficial Paul McCartney week in NYC: he has a new (completely adequate) album out today, you can snag a limited edition Macca MetroCard at Grand Central (while supplies last), and he's performing a secret show somewhere in NYC tonight. Thanks to some eagle-eyed fans in Midtown, we now know the location of the gig, and we probably should have guessed it in the first place: Grand Central Terminal.

Preparations for the invite-only show are currently underway inside Vanderbilt Hall near the front of the station. The show is supposed to start around 8/8:30 p.m. tonight, but the 42nd Street & Park Avenue entrance is already closed.

The NY Post reports that only around 300 fans scored tickets to the performance—a line has reportedly formed around the block outside the station, so there are probably a lot of hopeful fans out there. They add that the windows have been blocked off from view with black curtains, although if you hear the melody of "Band On The Run" drifting through the station, rest assured you're not losing your mind like the character in the song.

McCartney has said that tonight's show will include a mix of new tunes, as well as Beatles and Wings classics. Although you almost certainly won't be able to get into the gig, the show will be streamed on his YouTube page. You can watch it below later today.

Macca dropped some hints about tonight's show when he appeared on The Tonight Show with Jimmy Fallon last night: "It’s a surprise gig, we haven’t been telling anyone but the album’s title is Egypt Station so that might be a little clue there — station," he said. "It might be a grand show, I don’t know."

(Please hasten to the comment section to correct Sir Paul McCartney on his suggestion that Grand Central Terminal is a "station.")

He and Jimmy Fallon also pulled the most gentle, good-natured prank imaginable by jumping out and surprising fans as the elevator opened at 30 Rock. There are few things as delightful as the pure joy that middle aged women get when they see Macca in person.

McCartney is so lovable (he's the greatest Paul of all time for crissakes), he even can get me to ignore the fact that Fallon is a truly terrible interviewer—he talked to Fallon during the show about fan memorabilia, his songwriting process, his love of concept albums, and performed the (pretty good!) new song "Come On To Me." Check all that out below.