Simulation of compressible flows became a routine activity with the appearance of shock-/contact-capturing methods. These methods can determine all waves, particularly discontinuous ones. However, additional difficulties may appear in two-phase and multimaterial flows due to the abrupt variation of thermodynamic properties across the interfacial region, with discontinuous thermodynamical representations at the interfaces. To overcome this difficulty, researchers have developed augmented systems of governing equations to extend the capturing strategy. These extended systems, reviewed here, are termed diffuse-interface models, because they are designed to compute flow variables correctly in numerically diffused zones surrounding interfaces. In particular, they facilitate coupling the dynamics on both sides of the (diffuse) interfaces and tend to the proper pure fluid–governing equations far from the interfaces. This strategy has become efficient for contact interfaces separating fluids that are governed by different equations of state, in the presence or absence of capillary effects, and with phase change. More sophisticated materials than fluids (e.g., elastic–plastic materials) have been considered as well.