Recent breakthroughs in high energy density (HED) science, the study of materials at extreme conditions of pressure and temperature, are profoundly reshaping our understanding across multiple scientific fields. HED science encompasses extreme states of matter across plasma physics, warm dense matter, and condensed matter, bridging fields such as planetary science, materials science, and fusion energy research. Enabled by revolutionary technologies such as ultraintense laser-driven compression, novel insights are emerging from continuous developments. Historically anchored in plasma science, HED physics is evolving toward the understanding of new states of matter, following technological advances. In this Essay, I will present my view of HED science, with particular emphasis on a relatively new and unexplored area within the field that extends beyond plasma physics and warm dense matter, and includes condensed solid and liquid matter at extreme densities and (relatively) cold temperatures. .