During the past few years, we have set up two ultrafast laboratories to study laser-induced shock waves with picosecond (or better) temporal resolution. In this paper, we provide an overview of our laboratories and the diagnostics we have developed to study the dynamic processes of matter being shocked to extreme conditions. Results are presented on the measurement of the shock wave rise time in aluminium and nickel, the effects of dynamic pressure on the complex index in aluminium, the measurement and characterization of the shock velocity, particle velocity, and index of refraction in shocked polymethylmethacrylate (PMMA), and our initial studies of transient infrared vibrational spectroscopy of shocked energetic polymers (nitrocellulose and poly-vinyl nitrate). (C) 2003 Elsevier B.V. All rights reserved.