A shock wave is a discontinuous surface that connects supersonic flow with subsonic flow. After a shock wave, flow velocity is reduced, and pressure and temperature increase; entropy especially increases across a shock wave. Therefore, flow is in nonequilibrium, and irreversible processes occur inside the shock layer. The thickness of a shock wave in neutral gas is of the order of the mean free path of the fluid particle. A shock wave also appears in magnetized plasma. Provided that when the plasma flow is parallel to the magnetic field, a shock wave appears if the governing equation for velocity potential is in hyperbolic type in relation with the Mach number and the Alfvén number. When the flow is perpendicular to the magnetic field, the Maxwell stress, in addition to the pressure, plays a role in the shock wave in plasma. When the plasma temperature is so high, as the plasma becomes collision-free, another type of shock wave appears. In a collision-free shock wave, gyromotions of electrons around the magnetic field lines cause the shock formation instead of collisions in a collision-dominant plasma or neutral gas. Regardless of a collision-dominant or collision-free shock wave, the fluid that passes through the shock wave is heated in addition to being compressed. In inertial confinement fusion, the fuel must be compressed. Really, implosion motion performs fuel compression. A shock wave, appearing in the process of implosion, compresses the fuel. The shock wave, however, heats the fuel more intensively, and it makes it difficult to compress the fuel further because high temperatures invite high pressure. Adiabatic compression of the fuel is the desired result during the implosion, without the formation of a shock wave.