They're all nominated with some Emmy favorites so it'll be interesting if any of them win. Congrats to Gaga and Beyonce for yet another Emmy nomination. 2015 keeps being good to Gaga!
It's quite impressive for Gaga and Tony to be nominated (they are listed as executive producers so they are actually nominated). Their show didn't have a huge budget and/or a huge production and loads of dancers, meaning they were nominated because of their talent and live singing.