From Los Angeles, California

From last.fm:

Megadeth is an American thrash metal band led by founder, frontman, guitarist, and songwriter Dave Mustaine. Formed in 1983 Los Angeles, California with bass player Dave Ellefson following Mustaine's departure from Metallica, the band has since released thirteen studio albums, three live albums, five compilation albums, two extended plays, thirty-four singles, eight video albums, and thirty-two music videos. Read more about Megadeth on Last.fm.