Advanced high-resolution NMR spectroscopy, including two-dimensional NMR techniques, combined with high pressure capability, represents a powerful new tool in the study of proteins. This contribution is organized in the following way. First, the specialized instrumentation needed for high-pressure NMR experiments is discussed, with specific emphasis on the design features and performance characteristics of a high-sensitivity, high-resolution, variable-temperature NMR probe operating at 500 MHz and at pressures of up to 500 MPa. An overview of several recent studies using 1D and 2D high-resolution, high-pressure NMR spectroscopy to investigate the pressure-induced reversible unfolding and pressure-assisted cold denaturation of lysozyme, ribonuclease A, and ubiquitin is presented. Specifically, the relationship between the residual secondary structure of pressure-assisted, cold-denatured states and the structure of early folding intermediates is discussed.