The moon-forming impact and the subsequent evolution of the proto-Earth is strongly dependent on the properties of materials at the extreme conditions generated by this violent collision. We examine the high pressure behavior of MgO, one of the dominant constituents in Earth's mantle, using high-precision, plate impact shock compression experiments performed on Sandia National Laboratories' Z Machine and extensive quantum calculations using density functional theory (DFT) and quantum Monte Carlo (QMC) methods. The combined data span from ambient conditions to 1.2 TPa and 42 000 K, showing solid-solid and solid-liquid phase boundaries. Furthermore our results indicate that under impact the solid and liquid phases coexist for more than 100 GPa, pushing complete melting to pressures in excess of 600 GPa. The high pressure required for complete shock melting has implications for a broad range of planetary collision events.