Machine Gun: The Fillmore East First Show is a live album by Jimi Hendrix, featuring songs recorded during the first set at the Fillmore East in New York City on December 31, 1969. Hendrix is backed by Billy Cox on bass and Buddy Miles on drums, a lineup frequently referred to as the Band of Gypsys. Except for "Hear My Train A Comin'" and "Lover Man", the eleven songs represent new material that had not been performed by the Jimi Hendrix Experience.

The Fillmore East was rock promoter Bill Graham's rock venue on Second Avenue near East 6th Street on the Lower East Side section of Manhattan, now called the East Village, in New York City. The venue was open from March 8, 1968, to June 27, 1971, and featured some of the biggest acts in rock music of that time. The Fillmore East was a companion to Graham's Fillmore Auditorium, and its successor, the Fillmore West, in San Francisco.