This thesis has been devoted on the effect of high pressure on the physical properties of selected correlated-electron systems, i.e. compounds which contain transition metal ions. Specifically, I have studied the structural, vibrational, and electronic properties of seven transition metal compounds by means of x-ray diffraction, Raman spectroscopy, and mid-infrared reflectivity, respectively, under pressure.The family of transition metal elements constitutes the largest group in the Periodic Table. Due to their large number, transition metals can be found in a plethora of inorganic solids which crystallize in a wide range of moderately complex structures and exhibit a rich diversity in their physical properties. This variety arises from the unique nature of the outer d electrons of the transition metal ions with different oxidation states. Given the fact that all of the performed experiments in this thesis ran quite smoothly, I had the opportunity to study materials from distinctive families of transition metal compounds. In particular, the compounds that have been studied in this thesis consist of the ReO 3 and LaTiO 3 perovskites, the Y 2 Mn 2 O 7 and Cd 2 Re 2 O 7 pyrochlores, the CdCr 2 S 4 spinel, as well as the layered BaFe 2 As 2 and FeSe compounds. Since each of them poses a different problem with respect to its highpressure behavior, I had the opportunity to look into several directions for the understanding and the interpretation of the observed pressure-induced effects. In the following, I summarize the main observations for each material, leaving a more detailed description for the specific motivations behind each study to the introductory Chapter.The metallic ReO 3 adopts a simple and fairly open structure (space group SG Pm3m, Z=1) at ambient conditions, consisting of corner-sharing ReO 6 octahedra. Its structure can be also described in terms of the well-known cubic perovskite ABO 3 , but with the A site empty. Due to its simple structure, ReO 3 is considered as a "prototype" material from a theoretical point of view. High-pressure structural studies have been performed for this compound since the mid-1970s. Its high-pressure structural behavior, however, is complicated and has not been clarified up to now. From our studies, we have explained the controversy behind the structural evolution of ReO 3 under pressure. The latter appears to depend on the pressure medium (PTM) employed in each study. In particular, by employing a mixture of methanolethanol as PTM, the observed structural route under pressure is Pm3m → P4/mbm →C2/c→ R3c. Utilizing Si oil as PTM on the other hand, the structural route under pressure is different, i.e. Pm3m→P4/mbm→ Im3→ R3c. In addition, our Raman scattering investigations under pressure, which are reported here for the first time on ReO 3 , have revealed a highly anomalous pressure dependence of two Raman-active modes belonging to the intermediate P4/mbm phase. Both of these modes seem to closely obey the empirical soft-phonon model throughout the investigated pressure ran...