This article reviews the current status of studies by means of lasers of superdense nonideal plasmas. The main attention is paid to laser methods of generating plane steady-state shock waves with extremely high pressures. The role is discussed of various factors that complicate the design of laser experiments: generation of high-energy non-Maxwell electrons, plasma and hydrodynamic instabilities, restrictions on heat flux, etc. The advantages are pointed out of using highfrequency lasers and layered targets to obtain a plasma with extremal parameters.