Ammonium Nitrate (AN) is a fertilizer, yet becomes an explosive upon a small addition of chemical impurities. The origin of enhanced chemical sensitivity in impure AN (or AN mixtures) is not well understood, posing significant safety issues in using AN even today. To remedy the situation, we have carried out an extensive study to investigate the phase stability of AN and its mixtures with hexane (ANFO-AN mixed with fuel oil) and Aluminum (Ammonal) at high pressures and temperatures, using diamond anvil cells (DAC) and micro-Raman spectroscopy. The results indicate that pure AN decomposes to N2, N2O, and H2O at the onset of the melt, whereas the mixtures, ANFO and Ammonal, decompose at substantially lower temperatures. The present results also confirm the recently proposed phase IV-IV' transition above 17 GPa and provide new constraints for the melting and phase diagram of AN to 40 GPa and 400°C.