In March of 2010 Megadeth hit the road in celebration of the 20th anniversary of their classic 1990 album, Rust In Peace. The show was filmed on the last night of the tour at the legendary Hollywood Palladium, not far from where Megadeth was formed in 1983. The band played Rust In Peace in its entirety, including all-time classics Holy Wars...The Punishment Due and Hangar 18. The set list also featured several other fan favorites, including Trust, Symphony Of Destruction and Peace Sells.

Megadeth concert in Santiago, Chile at the Festival Maquinaria in support of their album Thirteen [November, 12 2011]. Setlist: Trust / Wake Up Dead / Hangar 18 / Angry Again / A Tout Le Monde / Whose Life (Is It Anyways?) / Head Crusher / Public Enemy No. 1 / Sweating Bullets / Symphony of Destruction / Peace Sells / Holy Wars... The Punishment Due

Live at festival Summer Breeze Germany 2023

Megadeth celebrate the 20th anniversary of their legendary album Countdown To Extinction by performing the album from beginning to end at the Fox Theater in Pomona, CA on December 7th, 2012.

Megadeth at Hollywood, CA 01. She-Wolf 02. Interview 03. Trust 04. Interview 05. Use the Man 06. Interview 07. Symphony of Destruction 08. Interview 09. Angry Again 10. Interview 11. Whose Life (Is It Anyways?) 12. Interview

On June 16, 2010, at the Sonisphere Festival at Bemowo Airport in Warsaw, Poland, the "big four" of American thrash metal—Metallica, Slayer, Megadeth, and Anthrax—performed together for the first time. Megadeth was the second band to go on and played 12 songs.

When the 'Big Four' - Metallica, Slayer, Megadeth and Anthrax - shared a stage together on 22nd June 2010 in Sofia, Bulgaria, the show was beamed live into over 550 theatres worldwide via satellite in a special HD cinematic event. The Big Four Live from Sofia includes full shows from all four bands as well as behind the scenes and interview footage. The legendary concert from the Sonisphere Festival was one of only 7 shows across Europe when the four monsters of metal shared a stage for the first time.

DVD 1 Main Show - Live at the Zeche Bochum, Germany, October 11th, 2006 (21 songs captured live) DVD 2 Gigantour - Live at the Bell Centre, Montreal, Canada, September 2nd, 2005 (2 songs captured live) Metal Mania Festival - Live at the Spodek, Katowice, Poland, March 4th, 2006 (4 songs captured live) Wacken - Live at the Wacken Open Air, Germany, August 4th, 2006 (4 songs captured live) Century Media USA 10th Anniversary Party - Live at The Roxy, LA, September 28th, 2001 (2 songs captured live) Plus promotional videos for the songs: 13. What Tomorrow Knows 14. Next In Line 15. Believe In Nothing 16. I, Voyager 17. Enemies Of Reality 18. Final Product 19. Born 20. Narcosynthesis (live promo video) * Plus an interview with Warrel Dane!