Metallica's first show with then-new bassist Jason Newsted wasn't held in front of tons of people. Instead, the band played a secret show opening for Metal Church on November 8, 1986 at the Country Club in Reseda, CA. You can hear the entire show via a soundboard recording below thanks to YouTuber metfan4l.
The show features the following set list, unfortunately with a few tracks missing.
N/A – Battery
00:00 – Master of Puppets
08:04 – For Whom the Bell Tolls
12:41 – Welcome Home (Sanitarium)
18:55 – Ride the Lightning
25:06 – Kirk Guitar Solo
27:36 – Whiplash
31:56 – Seek and Destroy
N/A – Creeping Death
38:41 – The Four Horsemen
N/A – Fade to Black
43:22 – Am I Evil?
47:06 – Damage, Inc.
N/A – Fight Fire with Fire