Megadeth opened for Alice on a few shows on the 'Nightmare Returns' tour and recorded a cover of Alice's 'No More Mr Nice Guy' for the 'Shocker' soundtrack which Alice was also involved with.

Dave was going through a very bad time around the late 80's. Alice offered some 'fatherly" advice to him which supposedly pretty much 'saved his life". Dave is forever in gratitude and likes to refer to Alice as his godfather. It has nothing to do with baptism or religion - more of a guardian kind of a thing.
(Renfield, September 1997)