In this article, we review how pressure effects in pores affect both the physics of the confined fluid and the properties of the host porous material. Molecular simulations in which high-pressure effects were observed are first discussed; we will see how the strong dependence on bulk phase pressure of the freezing temperature of a fluid confined in nanopores can be explained by important variations of the pressure within the pore. We then discuss recent works in which direct calculations of the pressure tensor of fluids confined in pores provide evidence for large pressure enhancements. Finally, practical applications of these pressure effects in which gas adsorption in microporous solids (pore size <2nm) was found to enhance their mechanical properties by increasing the elastic modulus by a factor 4 are discussed.