High-intensity ∼10 PW/cm 2 laser pulses with a 35 fs pulse duration are tightly focused into ∼ 8 μm in diameter focal spots to induce ionization and dielectric breakdown of 1) water microfilms and 2) air in the focal region and generate X-ray and THz waves. At the used focusing, there was no filamentation, and energy deposition took place within the geometrical confinement of the focal volume in air and on the water surface in the case of water films, and we explored very different mass-density conditions of medium for THz generation. The shockwaveinduced mass-density gradients in air and at the front side of the water surface enhanced the X-ray and THz radiation when a prepulse (one or two) was time and space synchronized with the main pulse. At the optimized separation in space and the corresponding timing of the main pulse, X-ray and THz emissions were observed to be orders of magnitude stronger. Visualization of the main pulse interaction with the prepulse-triggered shockwave front was optically resolved and its handedness was measured in transmission and reflection from water targets. The mechanisms of X-ray and THz radiation are explained, and the effect of an externally applied magnetic field in different orientations is tested. It was observed that magnetic fields up to 0.6 T had only a minor effect on current transients, which were responsible for THz emission from the water microfilm target.