Give the Lady What She Wants is a 1958 studio album by Lena Horne, with Lennie Hayton and His Orchestra. The third studio album Lena Horne released on the RCA Victor label, this album peaked at #20 in the Billboard 200 album charts. The album has been re-issued on CD, firstly by BMG/RCA, Japan in 2004 and in 2010 by Avid Easy Records, together with two other studio albums, Stormy Weather and A Friend of Yours. This 2CD release also includes the live RCA Victor recordings At the Waldorf Astoria and the four tracks previously only available on the EP At the Cocoanut Grove.