Our ability to determine the density (specific volume) as a function of pressure and temperature has drastically improved in the last several decades, with the combination of synchrotron X-ray diffraction and high-pressure techniques such as laser-heated diamond-anvil cell and large-volume multi-anvil press. The improvements are in both pressure–temperature range and data quality, and obtaining high-resolution 2D angle-dispersive diffraction data at over a megabar pressure and above 2,500 K is now routine. In parallel, dynamic compression techniques, such as laser-driven shock wave and magnetically accelerated flyer plate-impact experiments, have provided new ways to measure density at extreme conditions. The combination of static and dynamic compression data allows us to examine internal consistency in pressure determination and establish reliable pressure scales. Internally consistent pressure scales for several pressure standards are emerging through extensive comparison of compression data over a large pressure range and simultaneous measurements of elasticity and density. A concerted effort is needed to further expand and improve measurements under simultaneous high pressure and temperature, particularly at temperatures above 2,500 K, in order to accurately model the thermal pressure. To decipher the compositions of the Earth’s interior based on density observations from seismology requires high accuracy in measuring the subtle compositional effects on the density of mantle and core materials. For a universal understanding of the thermal equations of state of solids, the emphasis should be on reconciling the static and dynamic data of well-studied materials that have substantial overlap in pressure–temperature ranges.