2006

* March, the two-disc DVD anthology Arsenal of Megadeth is released.
* March, James LoMenzo (Black Label Society) replaces James MacDonough on bass.
* March, Megadeth headlines the United Arab Emirates' Dubai Desert Rock Festival.
* April, Megadeth begins recording a new album at SARM recording studios in England.
* May, Megadeth signs with Roadrunner Records.
* July, Megadeth plays Spain's Metalway Festival in Gernika and Jerez.
* August, Gigantour's inaugural festival tour is released on 2-CD and 2-DVD sets.
* September, Gigantour 2006 begins in North America. Megadeth headlines with Lamb of God, Opeth, Arch Enemy, Overkill, Into Eternity, Sanctity and the Smashup.
* October, Megadeth tours Japan and continues Gigantour in Australia with Soulfly, Arch Enemy and Caliban.
* Halloween, Megadeth takes part in launching the 'Gears Of War' XBOX 360 game with a mini-concert at Six Flags theme park in Springfield, MA.
* December, Dave Mustaine announces his departure from ESP guitars.

2005

* February, Megadeth continues its Blackmail The Universe tour worldwide with Diamond Head and Dungeon opening.
* June, more worldwide shows and European festivals; Megadeth plays Iceland, Romania and Bulgaria for the first time.
* June, Greatest Hits: Back To The Start is released.
* July, Gigantour 1 hits North America all summer. Megadeth headlines with Dream Theater, Anthrax, Fear Factory, Dillinger Escape Plan, Nevermore, Life of Agony, Symphony X, Dry Kill Logic and Bobaflex. Footage is shot for an upcoming CD and DVD.
* October, Dave Mustaine announces his decision to keep Megadeth together at a concert in Buenos Aires, Argentina. The show is filmed for a live album/DVD.

2004

* January, Dave Mustaine makes an announcement about his good health, the future of Megadeth and upcoming releases.
* July, Megadeth's back catalog is re-mixed and re-mastered with bonus tracks!
* A new Megadeth album is recorded with drummer Vinnie Colaiuta, bassist Jimmy Sloas and guest soloist Chris Poland. "The System Has Failed" is released September 14, 2004.
* August, The new touring lineup is announced: Glen Drover (King Diamond/Eidolon) and James MacDonough (Iced Earth).
* October, The "Blackmail The Universe" tour begins in North America with Exodus opening. New drummer, Shawn Drover joins the band the week before.

2003

* February, Dave Mustaine announces his departure as an endorsee for Jackson Guitars
* April, Mustaine performs four Megadeth songs acoustically at a benefit for John Calleo
* July, Mustaine attends the summer NAMM convention in Nashville to unveil his new signature ESP guitars.
* October, Peace Sells ...But Who’s Buying? is released as an audio DVD presented in Dolby 5.1 surround.

2002

* February, Killing Is My Business ...And Business Is Good! is re-mixed, re-mastered, and released
* March, the double live album Rude Awakening is released.
* April, Megadeth disbands after Dave Mustaine suffers a nerve injury in his arm, leaving him unable to play guitar.
* September, Still Alive..And Well? is released.

2001

* March, Dave Mustaine and Al Pitrelli begin a world press tour for the new album.
* April, Megadeth shoots the video for Moto Psycho.
* April/May, Megadeth begins a short U.S. acoustic tour sponsored by local radio stations.
* May, The World Needs A Hero is released by Sanctuary.
* June, Megadeth spends the summer on a world tour playing festivals, opening for AC/DC
* September, Megadeth tours North America with Endo and Iced Earth.
* October, Megadeth’s VH1 Behind The Music special is released on DVD.
* November, Megadeth plays last two shows of TWNAH tour in Arizona, films both for a live album and DVD.

2000

* January, Al Pitrelli joins Megadeth mid-tour.
* April, the band starts work on its 10th release