High-energy-density (HED) physics concerns the behaviour of systems roughly characterized as having a pressure above one million atmospheres (equal to 0.1 TPa). More precisely, one might say that it is the laboratory study of matter having a pressure above 0.1 Mbar (10 GPa) and containing free electrons not present in the solid state, and the use of experimental systems that produce such conditions. In principle, this encompasses an indefinite range of conditions, but the realm accessed by current and near-term experiments remains vast, including temperatures from zero (at high enough density) to perhaps 10^12 K, and densities from less than 10^-5 (at high temperature) to 10^4 times the density of water. In the natural universe, one finds HED conditions in the big bang, in stars, in planets, and in dynamical systems such as supernovae and gamma-ray bursts. Beyond that, HED systems are the only laboratory environments that access high-Mach-number shock waves in strongly ionized matter, conditions also common to many observed astrophysical phenomena. The anticipated technical applications are also diverse, ranging from inertial confinement fusion to particle acceleration for science or medicine, to sources of light or neutrons for industrial purposes.