The European X-ray Free Electron Laser (XFEL) and Linac Coherent Light Source (LCLS) II are extremely intense sources of X-rays capable of generating Serial Femtosecond Crystallography (SFX) data at megahertz (MHz) repetition rates. Previous work has shown that it is possible to use consecutive X-ray pulses to collect diffraction patterns from individual crystals. Here, we exploit the MHz pulse structure of the European XFEL to obtain two complete datasets from the same lysozyme crystal, first hit and the second hit, before it exits the beam. The two datasets, separated by <1 mu s, yield up to 2.1 angstrom resolution structures. Comparisons between the two structures reveal no indications of radiation damage or significant changes within the active site, consistent with the calculated dose estimates. This demonstrates MHz SFX can be used as a tool for tracking sub-microsecond structural changes in individual single crystals, a technique we refer to as multi-hit SFX. Free-electron lasers are capable of high repetition rates and it is assumed that protein crystals often do not survive the first X-ray pulse. Here the authors address these issues with a demonstration of multi-hit serial crystallography in which multiple FEL pulses interact with the sample without destroying it.