Here are 64 songs Megadeth still haven't played live as they continue what is believed to be their farewell tour. Here are a few key takeaways:Every song from the band's first five albums has been played live at least onceMegadeth's studio albums have featured cover songs over the years. Here's a breakdown of each album's songs that Megadeth has yet to perform live. 64 Songs Megadeth Still Haven't Played Live Megadeth claims to be winding things down when it comes to touring. Gallery Credit: Rob CarrollThe Most Played Song Live Off Each Megadeth Album Come take a look at the most popular song to be played live from all 16 of Megadeth's studio albums.