This book focuses on the non-traditional branches of physics and mechanics of shock waves that have arisen recently in connection with the intensive study of these waves in a wide variety of phenomena - from nuclear matter to clusters of galaxies. The book is devoted to the various physical phenomena and properties of intense shock waves. The author addresses methods of generation, diagnostics, as well as theoretical methods for describing shock waves at extremely high pressures and temperatures in laboratory and quasi-laboratory conditions. The state of materials with high energy density generated by shock wave compression is discussed. In addition, the book aims to systematize, generalize, and describe from a universal viewpoint the extensive theoretical and experimental material on the physics of high energy densities - the physics and mechanics of intense shock waves. The book is based on lectures delivered by the author at the Moscow Institute of Physics and Technology, the Higher School of Physics of Rosatom State Nuclear Energy Corporation, as well as overviews presented at many scientific conferences and symposia. It is useful to a wide range of researchers in natural sciences, giving them access to original works and allowing them to navigate the fascinating problems of the modern science of intense shock waves.