Hydrostatic pressure has dramatic effects on biomembrane structure and stability and is a key thermodynamic parameter in the context of the biology of deep sea organisms. Furthermore, high-pressure and pressure-jump studies are very useful tools in biophysics and biotechnology, where they can be used to study the mechanism and kinetics of lipid phase transitions, biomolecular transformations, and protein folding/unfolding. Here, we first give an overview of the technology currently available for X-ray scattering studies of soft matter systems under pressure. We then illustrate the use of this technology to study a variety of lipid membrane systems.