Definitely...went to Summerfest on the 4th just to catch Alice Cooper and Iron Maiden.
For the last 2 1/2 years I've been a fan of a Madison band called Lords of the Trident, who play classic metal in the Iron Maiden/Manowar mold.
Elliot (one of their guitarists) is a big Megadeth fan. They occasionally include Iron Maiden, Judas Priest and Dio covers in their sets (along with a "metallized" version of Michael Jackson's "Beat It" that they refer to as "Beat It-To Deth!").
http://www.youtube.com/user/lordsofthetrident