Megadeth performed the song "The Threat Is Real" live for the first time this past Tuesday night, February 23 during the concert at The Fillmore Auditorium in Denver, Colorado. Check out fan-filmed footage below.

Megadeth performed the song "The Threat Is Real" live for the first time this past Tuesday night, February 23 during the concert at The Fillmore Auditorium in Denver, Colorado. Check out fan-filmed footage below.