Liquid metals at extreme pressures and temperatures are widely interested in the high-pressure community. Based on density functional theory molecular dynamics, we conduct first-principles investigations on the equation of state (EOS) and structures of four metals (Cu, Fe, Pb, and Sn) at 1.5--5 megabar conditions and 5$times10^3$--4$times10^4$ K. Our first-principles EOS data enable evaluating the performance of four EOS models in predicting Hugoniot densities and temperatures of the four systems. We find the melting temperature of Cu is 1000--2000 K higher and shows a similar Clapeyron slope, in comparison to those of Fe. Our structure, coordination number, and diffusivity analysis indicates all the four liquid metals form similar simple close-packed structures. Our results set theoretical benchmarks for EOS development and structures of metals in their liquid states and under dynamic compression.