Watch full movie online. Metal icons MEGADETH perform an exclusive, one-off global livestream, "They Only Come Out At Night", from the legendary Budokan in Tokyo, Japan. Their first-ever live performance at the Budokan where they will be performing classic tracks, as well as songs from their current album, "The Sick, The Dying...And The Dead!" This also features former Megadeth lead guitarist Marty Friedman as a guest performer.