This article describes the High-Pressure Freezing Laboratory for Macromolecular Crystallography (HPMX) at the ESRF, and highlights new and complementary research opportunities that can be explored using this facility. The laboratory is dedicated to investigating interactions between macromolecules and gases in crystallo, and finds applications in many fields of research, including fundamental biology, biochemistry, and environmental and medical science. At present, the HPMX laboratory offers the use of different high-pressure cells adapted for helium, argon, krypton, xenon, nitrogen, oxygen, carbon dioxide and methane. Important scientific applications of high pressure to macromolecules at the HPMX include noble-gas derivatization of crystals to detect and map the internal architecture of proteins (pockets, tunnels and channels) that allows the storage and diffusion of ligands or substrates/products, the investigation of the catalytic mechanisms of gas-employing enzymes (using oxygen, carbon dioxide or methane as substrates) to possibly decipher intermediates, and studies of the conformational fluctuations or structure modifications that are necessary for proteins to function. Additionally, cryo-cooling protein crystals under high pressure (helium or argon at 2000 bar) enables the addition of cryo-protectant to be avoided and noble gases can be employed to produce derivatives for structure resolution. The high-pressure systems are designed to process crystals along a well defined pathway in the phase diagram (pressure-temperature) of the gas to cryo-cool the samples according to the three-step 'soak-and-freeze method'. Firstly, crystals are soaked in a pressurized pure gas atmosphere (at 294 K) to introduce the gas and facilitate its interactions within the macromolecules. Samples are then flash-cooled (at 100 K) while still under pressure to cryo-trap macromolecule-gas complexation states or pressure-induced protein modifications. Finally, the samples are recovered after depressurization at cryo-temperatures. The final section of this publication presents a selection of different typical high-pressure experiments carried out at the HPMX, showing that this technique has already answered a wide range of scientific questions. It is shown that the use of different gases and pressure conditions can be used to probe various effects, such as mapping the functional internal architectures of enzymes (tunnels in the haloalkane dehalogenase DhaA) and allosteric sites on membrane-protein surfaces, the interaction of non-inert gases with proteins (oxygen in the hydrogenase ReMBH) and pressure-induced structural changes of proteins (tetramer dissociation in urate oxidase). The technique is versatile and the provision of pressure cells and their application at the HPMX is gradually being extended to address new scientific questions.