Well, so this happened, but we’re at a loss to explain it. Whatever, it’s awesome – and, just for the record, Thrashing Through the Snow would be an amazing album.

We can’t really say much more than the headline already did. Megadeth dropped by Jimmy Kimmel Live to spread some holiday cheer. Short snatches of classics such as “Do You Hear What I Hear?” (death, Megadeth hears death) and “Frosty the Snowman” were welcome, but the obvious highlight was their collaboration with Lewis for “Baby, It’s Cold Outside”. We honestly couldn’t make this up if we tried. Just go watch the video below.

Whatever the reasoning behind it was, Megadeth definitely just scored a PR coup. The band’s been grabbing headlines, and not always for the right reasons. Singer Dave Mustaine has drawn ire recently for his use of a homophobic slur at a Manchester concert, along with his assertion that Barack Obama was behind a pair of American mass murders. In less insane news, the band is also gearing up for a Sonisphere campaign, as well as their Super Collider Winter tour.

Lewis has been drastically more cuddly. She recently released an album with her boyfriend and collaborator under the stage name Jenny and Johnny, and is scoring an upcoming Dakota Fanning film.