A review of recent state-of-the-art pulsed field experiments performed on URu$_2$Si$_2$ under a magnetic field applied along its easy magnetic axis $mathbf{c}$ is given. Resistivity, magnetization, magnetic susceptibility, Shubnikov-de Haas, and neutron diffraction experiments are presented, permitting to emphasize the relationship between Fermi surface reconstructions, the destruction of the hidden-order and the appearance of a spin-density wave state in a high magnetic field.