Results of experimental studies of compressibility, sound velocity, temperature, electrical conductivity, absorption, and reflection of light under shock compression of noble gases (argon, krypton, xenon) and liquid nitrogen are presented. Experiments were carried out at VNIIEF using condensed explosives in the pressure range up to Р ≈ TPa. Experimental devices for producing and diagnosing states with high energy density are described. The data obtained were used to test and refine models of equations of state, when strong interparticle interaction affects the properties of substances, in the hard-to-calculate region of high-pressure nonideal plasma. Newly obtained and existing information on the properties of nonideal plasma of the materials studied is analyzed.