We demonstrate high-order harmonic generation (HHG) at 4MHz driven by a long-cavity femtosecond laser oscillator. The laser output is used directly in a tight focusing geometry, where the harmonics are generated from a gas jet with high backing pressure. The harmonic light source is applied to time-of-flight photoemission spectroscopy, and the characteristic electronic structure of Cu(111) is measured. Our results suggest a straightforward design of high-order harmonic generation at megahertz repetition rate and pave the way for applications in electron spectroscopy and microscopy.