Split Hopkinson pressure bars (SHPB), also called Kolsky bars, have been widely used to determine the stress-strain response of materials in the strain-rate range 102 – 104/s. Unlike quasi-static testing methods for material properties, the high-rate Kolsky bar technique does not have a closed-loop control system to monitor and adjust testing conditions on the specimen to specified levels. There are no standards to guide the experimental design either. This presentation briefly reviews the physical nature of Kolsky bar experiments and recent modifications in the attempt to conduct experiments for more accurate results. The main approach for obtaining improved results is to deform the specimen uniformly under an equilibrated stress state at a constant strain rate. As examples, the experiment design for characterizing soft materials and brittle materials will be presented in more details.