In the study of materials at extreme pressures and temperatures, there is an enduring need to extend the range of experiments to previously inaccessible regimes. To accomplish this, improvements in diagnostics for in situ material characterization at extremes must proceed in parallel with techniques used to generate extreme states. Simultaneously, there is a need to study material phenomena – e.g. phase transformations and chemical reactions triggered by the application of extreme conditions – on their natural timescales. Here we report on recent developments in the application of ultrafast laser spectroscopic techniques to high-pressure hightemperature experiments on materials confined in a diamond-anvil cell. Using a bright broadband source coupled to ultrafast detection to discriminate signal from high thermal and fluorescent backgrounds, we conducted broadband optical spectroscopy up to 60 GPa and 1560 K. By coupling the broadband source to a monochromatic pulse, nonlinear Coherent Anti- Stokes Raman Spectroscopy (CARS) with high signal brightness was achieved. Optical absorption data in hot compressed O2 and CARS data in N2 at extreme pressures are reported.