| Album title |
Year |
Album Type |
Owned |
| Last Rites | 1984 | Demo | No |
| Killing Is My Business...and Business Is Good! | 1985 | Full-length | No |
| Wake Up Dead | 1986 | Single | No |
| Peace Sells... but Who's Buying? | 1986 | Full-length | No |
| Anarchy in the U.K. | 1988 | Single | No |
| So Far, So Good... So What! | 1988 | Full-length | No |
| Mary Jane | 1988 | Single | No |
| Liar | 1988 | Single | No |
| No More Mr. Nice Guy | 1989 | Split | No |
| Rust in Peace | 1990 | Full-length | Yes (CD) |
| Holy Wars... the Punishment Due | 1990 | Single | No |
| Hangar 18 | 1990 | Single | No |
| Rusted Pieces | 1991 | Video/VHS | No |
| The Mondo Metal Box: Empire / Rust In Peace | 1991 | Split | No |
| Countdown to Extinction | 1992 | Full-length | No |
| Symphony of Destruction | 1992 | Single | No |
| Foreclosure of a Dream | 1992 | Single | No |
| Exposure of a Dream | 1992 | Video/VHS | No |
| Limited Edition! Megadeth Live | 1992 | EP | No |
| Skin o' My Teeth | 1992 | Single | No |
| Metalbound | 1992 | Split | No |
| Sweating Bullets | 1993 | Single | No |
| Megabox Single Collection | 1993 | Boxed Set | No |
| 99 Ways To Die | 1993 | Single | No |
| Last Action Hero Sampler | 1993 | Split | No |
| The Story of Megadeth | 1994 | Single | No |
| Youthanasia | 1994 | Full-length | No |
| Train of Consequences | 1994 | Single | No |
| Selections from Nativity in Black: A Tribute to Black Sabbath | 1994 | Split | No |
| Tales from the Crypt Presents: Demon Knight | 1994 | Split | No |
| A Tout le Monde | 1995 | Single | No |
| Evolver | 1995 | Video/VHS | No |
| Hidden Treasures | 1995 | Best Of/Compilation | No |
| Cyberarmy Exclusive Tracks | 1996 | EP | No |
| The Originals | 1997 | Boxed Set | No |
| Cryptic Writings | 1997 | Full-length | No |
| Trust | 1997 | Single | No |
| Live Trax | 1997 | EP | No |
| Radio Force 1 | 1997 | Split | No |
| Cryptic Sounds (No Voices in Your Head) | 1998 | EP | No |
| Use the Man | 1998 | Single | No |
| A Secret Place (Edit) / Peanut Butter & Jelly | 1998 | Split | No |
| Less Than Jake / Megadeth | 1999 | Split | No |
| Risk | 1999 | Full-length | No |
| Insomnia | 1999 | Single | No |
| Breadline | 2000 | EP | No |
| Capitol Punishment: The Megadeth Years | 2000 | Best Of/Compilation | No |
| Fono Rocks! | 2000 | Split | No |
| Maximum Rock Tour | 2000 | Split | No |
| Maximum Rock Tour Sampler | 2000 | Split | No |
| The World Needs a Hero | 2001 | Full-length | No |
| Behind the Music (Extended Version) | 2001 | DVD | No |
| Rude Awakening | 2002 | Live Album | No |
| Still, Alive... and Well? | 2002 | Best Of/Compilation | No |
| Rude Awakening | 2002 | Video | No |
| Unplugged in Philly | 2004 | Live Album | No |
| The System Has Failed | 2004 | Full-length | No |
| Hell Wasn't Built in a Day | 2004 | Boxed Set | No |
| Blackmail the Universe | 2004 | Single | No |
| Die Dead Enough | 2004 | Single | No |
| Of Mice and Men | 2004 | Single | No |
| Video Hits | 2005 | DVD | No |
| Greatest Hits: Back to the Start | 2005 | Best Of/Compilation | No |
| The Scorpion | 2005 | Single | No |
| Unplugged in Boston | 2006 | Live Album | No |
| Gears of War | 2006 | Single | No |
| Arsenal of Megadeth | 2006 | DVD | No |
| That One Night: Live in Buenos Aires | 2007 | DVD | No |
| A Tout Le Monde (Set Me Free) | 2007 | Single | No |
| Extended Versions | 2007 | Best Of/Compilation | No |
| Washington Is Next! | 2007 | Single | No |
| United Abominations | 2007 | Full-length | No |
| Warchest | 2007 | Best Of/Compilation | No |
| That One Night: Live in Buenos Aires | 2007 | Live album | No |
| Anthology: Set the World Afire | 2008 | Best Of/Compilation | No |
| Deep Cuts | 2009 | EP | No |
| Head Crusher | 2009 | Single | No |
| Endgame | 2009 | Full-length | No |
| Rust in Peace Live | 2010 | DVD | No |
| Sudden Death | 2010 | Single | No |
| The Big 4: Live from Sofia, Bulgaria | 2010 | Split DVD/Video | No |
| Peace Sells... but Who's Buying? | 2011 | Boxed Set | No |
| Never Dead | 2011 | Single | No |
| Public Enemy No. 1 | 2011 | Single | No |
| Th1rt3en | 2011 | Full-length | No |
| Rust in Peace / Countdown to Extinction | 2012 | Best Of/Compilation | No |
| Super Collider Single | 2013 | Single | No |
| Super Collider | 2013 | Full-length | No |
| Countdown to Extinction: Live | 2013 | Live Album | No |
| Icon | 2014 | Best Of/Compilation | No |
| Countdown to Extinction / Rust in Peace | 2014 | Best Of/Compilation | No |
| 5 Classic Albums | 2014 | Boxed Set | No |
| Fatal Illusion | 2015 | Single | No |
| The Threat Is Real | 2015 | Single | No |
| Dystopia | 2016 | Full-length | No |
| Warheads on Foreheads | 2019 | Compilation | No |
| No More Mistakes (Live 1994) | 2020 | Live Album | No |
| Wake Up Dead | 2022 | Collaboration | No |
| We'll Be Back | 2022 | Single | No |
| The Sick, the Dying... and the Dead! | 2022 | Full-length | No |
| Delivering the Goods | 2022 | Single | No |