 They also headlined a North American tour with Warlock and Sanctuary (whose debut album "Refuge Denied" was produced by Mustaine), and a European trek with Testament, Nuclear Assault, Flotsam and Jetsam and Sanctuary.In June 1988, Megadeth appeared in Penelope Spheeris' documentary "".The documentary chronicled the Los Angeles heavy metal scene of the late 1980s, and Spheeris, who had directed Megadeth in the video for "Wake Up Dead", decided to include them to feature a more serious band in contrast to the glam metal groups.