Following the major rocking of New York’s Yankee Stadium as part of the Big 4 on Wednesday (Sept. 14), Megadeth added to their rock n’ roll escapades in the California desert over the weekend, shooting the music video for their single, ‘Public Enemy No. 1.’

Megadeth drummer Shawn Drover and bass slinger David Ellefson teased fans with a video message explaining a few tidbits from the sandy set. Watch the video, after the jump.

“We have never shot a video like this before,” Ellefson said. “There’s actually animals in the movie – that’s all we can say ... The animals are probably better behaved than we are.”

“We’re out at Valencia, [Calif.],” he continued, “which is up by Magic Mountain, north of L.A., on a movie set out here where they shoot a lot of old westerns. The video will be coming out shortly, once we get it all wrapped up, so it’s gonna be pretty fun.”

‘Public Enemy No. 1’ comes off Megadeth’s forthcoming release, ‘TH1RT3EN,’ out Nov. 1. Are you ready for the latest thunder from Megadeth?

Watch Megadeth's Message to Fans About the ‘Public Enemy No. 1′ Music Video: