Two days before the release of The World Needs a Hero, Megadeth appeared in an episode of VH1's Behind the Music showcasing Mustaine, Ellefson, several past members, and Mustaine's old Metallica bandmates James Hetfield and Lars Ulrich.
Dva dana prije objave The World Needs a Heroa Megadeth se pojavio u epizodi emisiji Behind the Music programa VH1 u kojoj su se pojavili Mustaine, Ellefson, nekolicina prošlih članova i Mustaineovi bivši kolege iz Metallice, James Hetfield i Lars Ulrich.