In this review, we describe the potentialities offered by the nuclear magnetic resonance (NMR) technique to explore at a microscopic level new quantum states of condensed matter induced by high magnetic fields. We focus on experiments realised in resistive (up to 34~T) or hybrid (up to 45~T) magnets, which open a large access to these quantum phase transitions. After an introduction on NMR observable, we consider several topics: quantum spin systems (spin-Peierls transition, spin ladders, spin nematic phases, magnetisation plateaus and Bose-Einstein condensation of triplet excitations), the field-induced charge density wave (CDW) in high $T_c$~superconductors, and exotic superconductivity including the Fulde-Ferrel-Larkin-Ovchinnikov superconducting state and the field-induced superconductivity due to the Jaccarino-Peter mechanism.
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