The Twister Film is featured in the reloaded version of The Monster Ball Tour. This interlude is displayed on the two rows of cylindrical screens from the catwalk after being lowered onstage.
Lady Gaga and her friends are struck by a twister which leads to the transition from the Subway (Act II) to the Forest (Act III). The whole interlude has a strong "Wizard of Oz" inspiration. Transcription of the dialogue can be found here. The Twister Film was played after "Yoü and I" (previously "Speechless"), and before "So Happy I Could Die", which gave Lady Gaga the time to change into the Living Dress.
Note: Gaga didn't go back stage, instead her friends brought the dress.