The 'Beautiful People' rocker and the 'Born To Die' singer have been spotted sneaking into an elevator at the five-star Grand Hyatt hotel in Berlin, Germany, where the 43-year-old musician has been staying.
On Wednesday night (21.03.12), the pair were seen enjoying a meal at the Grill Royale restaurant in the city ahead of Thursday night's (22.03.12) Echo Awards, and they were spotted leaving the eatery in a mini van shortly after midnight, according to German publication B.Z.
The rumoured couple spent time with veteran singer Barry Manilow at the music event, where Lana took to the stage to sing her breakthrough hit 'Video Games'.
Marilyn - who was previously married to Dita Von Teese and has been single since splitting from actress Evan Rachel Wood in 2010 - and Lana both attended the Musik Hilft charity event on Wednesday night along with more than 200 guests, including Katy Perry, who were treated to a steak meal washed down with champagne.
Lana - who has been staying at the Concorde Hotel in the city - is currently on tour promoting her first major studio album 'Born To Die'.