Nowadays, several opacity codes are able to provide data for stellar structure models, but the computed opacities may show significant differences. In this work, we present state-of-the-art precise spectral opacity calculations, illustrated by stellar applications. The essential role of laboratory experiments to check the quality of the computed data is underlined. We review some X-ray and XUV laser and Z-pinch photo-absorption measurements as well as X-ray emission spectroscopy experiments involving hot dense plasmas produced by ultra-high-intensity laser irradiation. The measured spectra are systematically compared with the fine-structure opacity code SCO-RCG. The focus is on iron, due to its crucial role in understanding asteroseismic observations of β Cephei-type and Slowly Pulsating B stars, as well as of the Sun. For instance, in β Cephei-type stars, the iron-group opacity peak excites acoustic modes through the "kappa-mechanism". Particular attention is paid to the higher-than-predicted iron opacity measured at the Sandia Z-machine at solar interior conditions. We discuss some theoretical aspects such as density effects, photo-ionization, autoionization or the "filling-the-gap" effect of highly excited states.