The experimental approach has become a major tool increasingly used by volcanologists in recent decades to investigate the physics of eruptive processes in complement to field and theoretical works. Researchers have developed various methodologies to study volcanic phenomena at reduced length scale. The works involve natural or analogue materials and their types range from first-order tests, to identify fundamental processes and make qualitative comparison with field observations, to more sophisticated experiments in which precise data obtained in a controlled environment can be used to validate outputs of theoretical models. Scaling is a central issue to ensure dynamic similarity between the small-scale experiments and the large-scale volcanic phenomena when natural conditions cannot be simulated due to inherent length scale difference and/or technical limitations. In this respect, dimensionless numbers are used to map physical regimes and to define scaling laws, which allow experimental results to be extrapolated to natural scale. This review presents the variety of experimental studies conducted to investigate subterraneous and aerial volcanic phenomena involving in particular fluid-particle mixtures. We focus on the major scaling issues and the physical regimes investigated, and we also highlight in a historical perspective some of the major advances achieved through experimental studies. Finally we conclude on some perspectives for future works.