Underground (2015–2018) Mysterio signed with Lucha Underground on December 12, 2015 and appeared on the second season. On January 10, 2016, Mysterio teamed with Dragon Azteca Jr. and Prince Puma to defeat Ivelisse, Johnny Mundo and Son of Havoc and Fénix, Jack Evans, and P. J. Black and Cortez Castro, Joey Ryan and Mr. Cisco in a 4-way Trio Tag Team Elimination Match for the Lucha Underground Trios Championship. Mysterio was the second competitor to enter the second ever Aztec Warfare match and was the final elimination by the eventual winner Matanza. On January 31, 2016, at Ultima Lucha Dos, Rey Mysterio defeated Prince Puma. On April 9, 2016 Mysterio was in an Aztec Warfare match where he eliminated Matanza Cueto after Mysterio was eliminated by Johnny Mundo. During an interview with Title Match Wrestling in December 2016, Mysterio was asked if he would ever return to WWE, Mysterio replied: "You never say never. But I am very, very comfortable in the position I'm in with Lucha Underground. I love their schedule, I love their style, I love what they have to offer. I don't think there will ever be another company that has what Lucha Underground has. It's very unique, exciting, and fresh—this is really something new". At the end of Season 3, Mysterio was seen locked inside a cell with Matanza Cueto, implying that he had been killed off and would not be returning for Season 4. It was confirmed that Mysterio would not return for Season 4 as he had chosen not to renew his contract with Lucha Underground. New Japan Pro-Wrestling (2018) Rey Mysterio made his New Japan Pro-Wrestling (NJPW) debut on June 9, 2018 as part of NJPW's Dominion 6.9 in Osaka-jo Hall show. Mysterio teamed up with Jushin Thunder Liger and Hiroshi Tanahashi, losing to the Bullet Club team of Cody, Marty Scurll and Adam Page. Second return to AAA (2018) On June 3, 2018, Mysterio returned to Lucha Libre AAA Worldwide (AAA) at Verano de Escándalo, competing in a three-way match for the AAA Mega Championship against Rey Wegner and Jeff Jarrett, with Jarrett winning. Return to WWE United States Champion (2018–2020) In 2018, Mysterio made two surprise appearances at Royal Rumble and Greatest Royal Rumble, but he didn't win the matches. On September 19, it was confirmed Mysterio had signed a two-year contract with WWE. He participated in the WWE World Cup,