This book presents, in a concise and comprehensive manner, the essential techniques by which shock wave physicists probe the boundaries of material response to impulsive loads. The author is a well-known figure in shock wave physics, having worked for over forty years with many of the outstanding researchers in the field. The book acquaints readers both with modern instrumentation techniques including interferometers such as the DISAR and the VISAR -- and with methods that have been established by previous generations of experimentalists -- including acoustic measurement techniques and low to moderate strain rate machines. Besides an exposition of the theoretical aspects of shock wave phenomena, it contains large amounts of data on equations of state, spallation thresholds, shock wave attenuation from very high pressures, and elastic constants. Much of this information has been previously unavailable in open publications. The text documents the transition from testing performed with explosives to the use of modern compressed gas guns, which permit much more detailed diagnostics and controlled conditions. In particular, the author pioneered the use of two-stage light gas guns which launch high-density plates against specimens located at the muzzle. The high launch velocity of these guns produced data that represents the highest pressures obtained in the free world at that time.