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Blake Lively signing autographs outside the David Letterman show ... Michelle Williams and daughter Matilda holding hands ... Katy Perry, the Pussycat Dolls, and Jesse McCartney performing in Rockefeller Center ... Kevin Jonas shopping with a bodyguard on Fifth Avenue ... Michael Phelps giving swimming lessons at an event at a YMCA ... Alec Baldwin shooting scenes for 30 Rock ... actress Kristen Johnston walking her dog through SoHo ... Jessica Szohr grabbing a bite to eat on the set of Gossip Girl ... and Katie Holmes saying goodbye to John Lithgow after the two had dinner downtown.