It’s a scene from Megadeth’s “From the Vaults.” It’s basically the footage that this guy named Juan filmed during some of the rust in peace tour. It’s on youtube divided into nine parts. Search (on youtube) “Megadeth From the Vaults vol 1.” It’s by a user named MegadethizeD (they have the other 8 on there, too. They’re about an hour each!). that particular scene is 17:20 into vol 1.
Hope that helps! Happy watching.