"But I can't stop staring in those evil eyes evil eyes evilllllvvveeeeellllllll"
How do you make a sound (in bold above) like that? Is there a name for it?
Essentially, the pitch of the sound is being progressively reduced. It used to be that the most straightforward way to do this (e.g. with analogue equipment like tape, or simple computer programs) was to slow down the audio, as that naturally reduces the pitch of the sound too. With modern digital technology, though, it's possible to manipulate pitch and speed independently. I must admit that I can't tell from the Gaga track if it's slowing down a bit or not...
If you have Audacity, you can experiment with both pitch and speed reduction using the Effect > Sliding Time Scale/Pitch Shift menu.
This kind of effect, when done in such a way as to sound like the abrupt sound of a tape machine being stopped with the play head still engaged, is often called a tape stop effect. There is a large numbers of tutorials on YouTube of how to do this with various programs, but actually, the particular example you've found doesn't stop quite as abruptly as a typical 'tape stop'.