At the Chopin Institute's International Music Festival in Warsaw, having performed Prokofiev's Sarcasms op 17, Rachmaninov's Piano Sonata no 2 in B flat minor op 36 and Schumann's Carnaval op 9.
Miss Montero then took two 'themes' from the audience and improvised. The first was provided by a gentleman near the front of the house, called, if one of the chatterers at the website is to be believed, 'To the Mountain' or 'To the Mountains', if I entered the Polish into the translator machina correctly. The second was sung by the soprano Ewa Leszczyńska, from 'Pieśń wieczorna', 'Evening Song', by Stanisław Moniuszko.
Presumably Miss Leszczyńska-- who is appearing or has in Festival events-- was ready with her Moniuszko and perhaps another tune, in the event no one else in the audience was brave or foolhardy enough to provide a theme (the man more or less hummed the 'Mountain' song through his mask); the program does say that Miss Montero would perform two improvisations. In any case, they were both of them quite lovely and entertaining, no matter how instantaneously she devised them.
The concert is here.