Visually compelling but I'm still trying to figure out the story.
So far it seems the Yuyi story was told in reverse. The guy found Yuyi as a mermaid and loved her. They were very happy but then he tried to make her into a human with all those torture chamber looking devices. Yuyi was miserable and eventually ran back to Nebraska to a simpler time with Jo Calderone. *scratches head* What puzzles me is how young, long haired Gaga got turned into Yuyi at some point in her life. Maybe she wished to be a mermaid to escape the boring cornfields (the grass is greener sort of thing) and was magically turned in to a mermaid by her fairy godmother.
I think the theme of the video is to not change the essence of who someone is, which is in keeping with the Born This Way theme.