Metal halide perovskites (HPVs) have been greatly developed over the last decade, with various compositions, dimensionalities, and morphologies, leading to an emergence of high-performance photovoltaic and optoelectronic applications. Despite the tremendous progress made, challenges remain, which calls for a better understanding of the fundamental mechanisms. Pressure, a thermodynamic variable, provides a powerful tool to tune materials’ structures and properties. In combination with in situ characterization methods, high-pressure research could provide a better fundamental understanding. In this review, we summarize the recent studies of the dramatic, pressure-induced changes that occur in HPVs, particularly the enhanced and emergent properties induced under high pressure and their structure-property relationships. We first introduce the characteristics of HPVs and the basic knowledge of high-pressure techniques, as well as in situ characterization methods. We then discuss the effects of pressure on HPVs with different compositions, dimensionalities, and morphologies, and underline their common features and anomalous behaviors. In the last section, we highlight the main challenges and provide suggestions for possible future research on high-pressure HPVs.