I discuss the new forms of high energy density matter that may be formed or probed in high energy collisions. Examples of matter in thermal equilibrium are the Quark Gluon Plasma which is a system of high temperature de-confined quarks and gluons. At high baryon density, there is Quarkyonic Matter which may be though of as a Fermi sea of de-confined quarks with confined nucleons at the Fermi surface and confined mesons and glueballs. The wave functions of high energy hadrons might be described by high density gluonic matter with universal properties, the Color Glass Condensate. In collisions, the Color Glass Condensate forms a Glasma, that is highly coherent, and ultimately thermalizes into Quark Gluon Plasma. The purpose of this talk is to show how these forms of matter arise in the theory of strong interactions, and to broadly discuss their implication for our understanding of strongly interacting matter.