Wave structure methods have played an important role in probing mechanical and physical states of matter under dynamic loading. Applications cover a broad spectrum of research, including dynamic yielding; shock‐induced phase transformations; energetic reactions, tensile and compressive strength; and viscoplastic deformation. A large variety of experimental configurations have been developed to explore these phenomena using an extensive range of time‐resolved diagnostics. These methods were developed on single‐stage light gas guns for the most part, but extended to higher‐pressure capabilities, including explosive loading, propellant guns and two‐stage light gas guns. More recently, peak pressures accessible with these methods have been extended to even higher impact velocities and pressures through novel experimental platforms, including a modified two‐stage light gas gun that increases impact velocities to about 15 km/s, magnetically driven flyer plates that extend the velocities above 20 km/s, and laser‐induced shock loading which increases peak pressures even further. In addition to shock compression studies, magnetic loading enables a new application of wave structure studies using large amplitude ramp waves to probe shockless, or nearly isentropic compression, to pressures exceeding 3 Mbar. Furthermore, the use of time‐resolved diagnostics to measure the structure of magnetically induced ramp waves provides off‐Hugoniot data unachievable with other methods. In this presentation, I will give a brief summary of wave structure techniques for studying thermomechanical and physical properties and discuss several examples from the research that my colleagues and I have performed using these methods. © 2004 American Institute of Physics