The requirement for material systems to function in the harshest conditions seen in space exploration, energy generation, and propulsion systems is always growing. We need a range of methods to both sustain extreme conditions in the lab and then probe the properties of the materials over a number of length and time scales in order to effectively design materials that will reliably function in extreme settings. In this paper, we analyze the most advanced experimental setups for material testing in harsh settings and point out the drawbacks of these methods. Our three main areas of interest are chemically hostile conditions, harsh mechanical testing, and extreme temperatures. We pinpoint six avenues for instrument and technique development within these domains that have the potential to significantly influence the advancement of knowledge and creation of next-generation materials for harsh environments.