The history of planet formation and evolution is strongly tied to understanding the outcomes of a wide range of impact events, from slow accretionary events to hypervelocity events that melt and vaporize large fractions of the colliding bodies. To better understand impact processes, their effects on planetary evolution, and how to interpret geochemical data, we need to improve our knowledge of the behavior of materials over the entire range of conditions accessed by collisions. Here I present experimental results from gas gun, laser driven, and pulsed power facilities. Together these facilities can access the tremendously wide range of pressure and temperature conditions achieved in natural impact events. This work focuses on the thermodynamics of impacts to better understand the phase transitions that most strongly affect the dynamics and chemical consequences of a collision. I show that the entropy generation during collisions is the most natural means of interpreting the thermodynamic processes that occur during an impact event. For materials with sufficient thermodynamic data at high pressures and temperatures, I present a method for obtaining the entropy generation during an impact. With the knowledge of the entropy, I present new shock-and-release techniques to investigate the liquid-vapor region of the phase diagram. I also show that for materials without sufficient data to calculate the entropy generation during an impact, one can use the shock-and-release techniques described here to determine the entropy in the high pressure shock state. With better equation of state models that are constrained by our experimental data, our confidence in impact models improves dramatically. Using a high fidelity equation of state for \(H_2O\). ice, I derive scaling laws for how much \(H_2O\) ice melts and vaporizes for impacts onto icy bodies. Recognizing that icy bodies are not pure ice, I have performed experiments to show how the impact energy partitions between the disparate phases. Finally, I discuss some of the uncertainties in using the laboratory experiments to directly interpret the effects of impacts in nature. / Earth and Planetary Sciences