Normally, what surrounds us are gases, liquids, or solids. But elsewhere in the universe, 99% of the observable matter exists under extreme conditions that lead to more exotic states of matter that lead to the formation of plasmas and warm dense matter. Specifically, near the center of Jupiter, hydrogen becomes liquid or even solid - a process important to understand the evolution of our solar system. In the center of the sun, hydrogen is a plasma that burns itself up by nuclear fusion - a process humans want to harness for clean energy production on earth. In the mantle of Neptune, hydrogen and carbon cannot mix and are postulated to form giant diamonds – a process that can explain Neptune’s excess heat generation. On the other hand, very hot plasmas are postulated to eject particles that we can observe as cosmic rays and that are a million times more energetic than mankind’s largest machines. At SLAC, we are now studying these extreme states of matter in the laboratory. We apply enormous pressures to earthbound samples and use our X-ray laser, the Linac Coherent Light Source, to take split-second photographs of the states that result. This lecture will describe these experiments. The information we are gathering provides fundamental insights into the physical properties of matter in extreme conditions whose understanding is important for modeling astrophysical processes, pursuing controlled fusion, and to advance the generation of proton beams for societal applications such as for radiography or for tumor therapy.