The present paper is based upon the Teller Award lecture by the author, at the Inertial Fusion Sciences and Applications conference in September, 2017. It provides a very selective review of several topics in high-energy-density physics, discussing research in which the author participated and making connections to more recent and ongoing work. Topics discussed at some length include stimulated Raman scattering from laser beams containing much structure, plasma hydrodynamics and the applications it makes possible, and radiative shocks. Several other topics are discussed more briefly.