Lattice dynamics studies are important for the proper characterization of materials, since these studies provide information on the structure and chemistry of materials via their vibrational properties. These studies are complementary to structural characterization, usually by means of electron, neutron, or X-ray diffraction measurements. In particular, Raman scattering and infrared absorption measurements are very powerful, and are the most common and easy techniques to obtain information on the vibrational modes at the Brillouin zone center. Unfortunately, many materials, like most minerals, cannot be obtained in a single crystal form, and one cannot play with the different scattering geometries in order to make a complete characterization of the Raman scattering tensor of the material. For this reason, the vibrational properties of many materials, some of them known for millennia, are poorly known even under room conditions. In this paper, we show that, although it seems contradictory, the combination of experimental and theoretical studies, like Raman scattering experiments conducted at high pressure and ab initio calculations, is of great help to obtain information on the vibrational properties of materials at different pressures, including at room pressure. The present paper does not include new experimental or computational results. Its focus is on stressing the importance of combined experimental and computational approaches to understand materials properties. For this purpose, we show examples of materials already studied in different fields, including some hot topic areas such as phase change materials, thermoelectric materials, topological insulators, and new subjects as metavalent bonding.