  Materials at high pressures and temperatures are of great interest for
planetary science and astrophysics, warm dense matter physics, and inertial
confinement fusion research. Planetary structure models rely on our
understanding of the behaviour of elements (and their mixtures) at exotic
conditions that do not exist on Earth, and at the same time planets serve as
natural laboratories for studying materials at extreme conditions. In this
review we discuss the connection between modelling planetary interiors and
high-pressure physics of hydrogen and helium. First, we summarise key
experiments for determining the equation of state and phase diagram of hydrogen
and helium as well as state-of-the-art theoretical approaches. We next briefly
review our current knowledge of the internal structures of the giant planets in
the Solar System, Jupiter and Saturn, and the importance of high pressure
physics to their characterisation.
