During the last ten years, the ability of high power lasers to generate high energy density shocks has made them a reliable tool to study extreme states of matter. These states of matter are relevant in many important physics areas such as astrophysics, planetology and ICF physics. Here, we present some representative studies performed by using a driven laser shock: melting of iron at pressures relevant for geophysics, developments of new techniques to measure the density of highly compressed matter and a study of a radiative shock.