OOF !! WHAT'S THA PROBLEM LILY !!!!

Lily Allen performed her first show since her recent cancellations in NYC's Roseland Ballroom on Tuesday night....

Starting things off wrong - the Smile singer took to the stage nearly two hours late.

She was so drunk that she forgot the words to several of her songs," one spywitness tells us. "She needed lyrics sheets to get her through the night."

Lily didn't even apologize for forgetting her own lyrics, which she wrote. "She said she did the same at Coachella, like it was no big deal," says one concertgoer.