Lattice dynamics and high pressure phase transitions in AWO4 (A = Ba, Sr, Ca and Pb) have been investigated using inelastic neutron scattering experiments, ab-initio density functional theory calculations and extensive molecular dynamics simulations. The vibrational modes that are internal to WO4 tetrahedra occur at the highest energies consistent with the relative stability of WO4 tetrahedra. The neutron data and the ab-initio calculations are found to be in excellent agreement. The neutron and structural data are used to develop and validate an interatomic potential model. The model is used for classical molecular dynamics simulations to study their response to high pressure. We have calculated the enthalpies of the scheelite and fergusonite phases as a function of pressure, which confirms that the scheelite to fergusonite transition is second order in nature. With increase in pressure, there is a gradual change in the AO8 polyhedra, while there is no apparent change in the WO4 tetrahedra. We found that that all the four tungstates amorphize at high pressure. This is in good agreement with available experimental observations which show amorphization at around 45 GPa in BaWO4 and 40 GPa in CaWO4. On amorphization, there is an abrupt increase in the coordination of the W atom while the bisdisphenoids around A atom are considerably distorted. The pair correlation functions of the various atom pairs corroborate these observations. Our observations aid in predicting the pressure of amorphization in SrWO4 and PbWO4, which have not been experimentally reported.