The study of structure, thermodynamic state, equation of state (EOS) and transport properties of Warm Dense Matter (WDM) has become one of the key aspects of laboratory astrophysics. This field has demonstrated its importance especially concerning the internal structure of planets, but also other astrophysical bodies such as brown dwarfs, crusts of old stars or white dwarf stars. Recent years have shown a rapid increase in interest and activity in this field owing to many technological advances including the commissioning of high energy optical laser systems, z-pinches, free electron x-ray lasers, but also short-pulse laser facilities capable of generation of novel particle and x-ray sources. Many new diagnostic methods have been developed recently to study WDM in its full complexity. Even non-equilibrium dynamics has been accessed for the first time thanks to sub-picosecond laser pulses achieved at new facilities. Recent years saw a number of major discoveries with direct implications to astrophysics such as the formation of diamond at pressures relevant to interiors of frozen giant planets like Neptune, metallic hydrogen under conditions such as those found inside Jupiter’s dynamo or formation of lonsdaleite crystals under extreme pressures during asteroid impacts on celestial bodies.