Listen to Megadeth online radio. Megadeth is an American thrash metal band from Los Angeles, California. A pioneer of the American thrash metal scene, the band is credited as one of the genre's "big four" with Anthrax, Metallica and Slayer, responsible for thrash metal's development and popularization. Megadeth plays in a technical style, featuring fast rhythm sections and complex arrangements. Themes of death, war, politics and religion are prominent in the group's lyrics.