Dave Mustaine made a small appearance on The Drew Carey Show season four, episode two "In Ramada Da Vida"
In 2002, Mustaine remastered Megadeth's debut album, Killing Is My Business... and Business Is Good!. Inspired by the positive reception of the re-release, he worked to remaster all of the subsequent Megadeth albums which had been recorded with Capitol Records, which included Peace Sells... but Who's Buying? up to Risk. Rust in Peace was re-released in 2004 with a new sound, four new bonus tracks and a slightly different version of the cover art. During the audio mixing process, Mustaine found that the original lead vocal tracks for "Take No Prisoners", "Rust in Peace... Polaris", "Five Magics" and "Lucretia" were all missing, which meant he had to re-record the vocals on "Take No Prisoners" and "Rust in Peace... Polaris" and use alternate takes for "Lucretia" and "Five Magics"
Dave Mustaine has a black belt in Tae Kwon Do.
Megadeth took the name of the song "Rust In Peace... Polaris" from an American ICBM (Intercontinental Ballistic Missile) of the same name.
Dave Mustaine came up with the name for Rust In Peace after seeing a bumper sticker that read, "May all your warheads rust in peace."
Alice Cooperstown, a restaurant primarily owned by Alice Cooper, has a menu featuring a dish known as the "Megadeth Meatloaf".
The name for "Peace Sells... But Who's Buying" was taken from a Reader's Digest article.
Ex-Guitarist Chris Poland used to do guitar repair for Slayer.
On Arsenal Of Megadeth DVD cover, the writing on the bomb is in Hangul, Korean:

메가데스 = Megadeth
병기창 = "Military Bank", "Ordnance Depot", "Arsenal"
메가데스 병기창 = "Arsenal of Megadeth"
After the shooting of the video for "Wake Up Dead", the Megadeth fans had painted graffiti all over one of the planes (since the video was shot in an airport). When the authorities found out about this, Mustaine had to pay for the clean up.
The only time that Megadeth was a three-piece band was when Megadeth recorded a cover of Alice Cooper's "No More Mr. Nice Guy" for a documentary video. The lineup was Mustaine on vocals/guitar, Ellefson on bass and Nick Menza on drums. During the recording of the music video for the song, they had to do two separate takes of Mustaine (one of him playing guitar, the other of him just singing) because he was high.
As of 2011, Megadeth is ranked 7th in terms of most nominations without winning in the USA's Grammy Awards, behind Spyro Gyra, Joe Satriani and others.
In 1993, Megadeth became the first and only metal band to win the Humane Society's Genesis Award, for the title track of their Countdown to Extinction album.
In June 1988, Megadeth appeared in Penelope Spheeris' documentary film The Decline of Western Civilization II: The Metal Years, which chronicled the Los Angeles heavy metal scene of the late 1980s, mostly focusing on glam metal. The video for In My Darkest Hour was filmed by Spheeris (who also directed the "Wake Up Dead" and "Anarchy in the UK" videos), and appears in the final scene of the movie. In Megadeth's 1991 Rusted Pieces VHS, Mustaine recalls the movie as a disappointment, which aligned Megadeth with "a bunch of shit bands".
Megadeth disbanded in 2002 after Mustaine suffered a severe nerve injury to his left arm. However, following extensive physical therapy, Mustaine reformed the band in 2004.
Drummer Nick Menza used to have his own gay porn site, infamously known as NiXXX Pix.
The song "Gears of War" is inspired by the video game of the same name.
The song "This Day We Fight!" from the album Endgame was inspired by Aragorn's speech at the Black Gate of Mordor, as well as Theoden's speech on Pelennor fields in 'The Lord of the Rings'.
Megadeth has been mentioned in many films and television shows, including The Simpsons when they displayed the "diepod" and the options were instant death, slow-painful death & "Megadeth", Northern Exposure when the character Shelly Tambo proclaims that somebody's wound "looks like a Megadeth album cover", Mad About You, The Drew Carey Show (Dave Mustaine performs a solo in a scene), The X Files (Mulder mentions Megadeth to Scully), Duck Dodgers, where the band made an appearance (in cartoon form) on the 2005 episode "In Space, Nobody Can Hear You Rock" playing the song "Back in the Day", and True Blood when one of the secondary characters wears one of Megadeth's T-shirts.
The Japanese bonus track on Risk, "Duke Nukem Theme", is a cover of the main theme of the Duke Nukem video games developed by 3D Realms.
In 2004, Guitar World magazine ranked Dave Mustaine and Marty Friedman together at #19 on the 100 Greatest Heavy Metal Guitarists of All Time. Wikipedia
In Dave Mustaine's written biography, he admitted he checked into rehab a staggering 17 times.
In 1985 there were troubles with Chris Poland. He was replaced with Mike Albert for part of the 1985 tour, and finally fired in 1987, for stealing Mustaine's guitars and other transgressions (read the lyrics to "Liar" for a somewhat biased but not entirely untrue account). However, 2004's album The System Has Failed was completed with the help of Chris Poland whom was brought back to record lead parts.
In May 2005, during preparation for the band's "Gigantour" festival, Dave Mustaine threatened to cancel non-related shows in Greece with Rotting Christ and Israel with Dissection which in turn caused the two black metal bands to cancel their appearances. This was because newly turned christian Dave Mustaine did not appreciate their anti-religious lyrics...
Although "Blackmail the Universe" is about a possible nuclear war scenario, a number of lines and especially the quotes suggest that the main inspiration for it was Thirteen Days, the movie about the 1962 Cuban missile crisis (or the book on which the movie is based).
Alice Cooper is Dave Mustaine's godfather.
Mustaine met Ellefson when he threw a potted plant through the window of David Ellefson's apartment because he was practising his bass too loud.