Megadeth made a funny appearance on "Jimmy Kimmel Live" to promote its new holiday album, Thrashing Through The Snow - A Very Megadeth Christmas.

Hear Megadeth perform holiday classics like "Frosty the Snowman," "The Little Drummer Boy," "Do You Hear What I Hear?" and many more.

"If you think Megadeth is the kind of band who shouldn't make a Christmas album, you're right." - Jimmy Kimmel