Naturally occurring shocks transport energy and accelerate particles throughout the cosmos. The problem of producing collisionless shocks in the laboratory that are of relevance to such cosmic shocks is considered. Such an experiment must meet a number of constraints, several of which can be expressed by algebraic scaling relations. The relations for magnetization, plasma beta, Alfvén Mach number, temperature, magnetic field, and collisionality are described here. Taken together, the limits imposed by these constraints upon possible experiments are specified. The growth of magnetohydrodynamic (MHD) turbulence and the degree of particle acceleration are examined, demonstrating that it is feasible to contemplate studies of such phenomena in the laboratory. Finally, some discussion of how an experiment might meet the other qualitative constraints, and of how a laser might be used to drive the shock, is also included.