High-velocity microparticle impacts are relevant to many fields from space exploration to additive manufacturing and can be used to help understand the physical and chemical behaviors of materials under extreme dynamic conditions. Recent advances in experimental techniques for single microparticle impacts have allowed fundamental investigations of dynamical responses of wide-ranging samples including soft materials, nano-composites, and metals, under strain rates up to 108 s-1. Here we review experimental methods for high-velocity impacts spanning 15 orders of magnitude in projectile mass and compare method performances. This review aims to present a comprehensive overview of high-velocity microparticle impact techniques to provide a reference for researchers in different materials testing fields and facilitate experimental design in dynamic testing for a wide range of impactor sizes, geometries, and velocities. Next, we review recent studies using the laser-induced particle impact test platform comprising target, projectile, and synergistic target-particle impact response, hence demonstrating the versatility of the method with applications in impact protection and additive manufacturing. We conclude by presenting the future perspectives in the field of high-velocity impact.