This project studies collisional phenomena such as thermalization and diffusion in strongly coupled plasmas. In strongly coupled plasmas, the Coulomb interaction energy per particle exceeds the thermal energy. This occurs in high-energy-density plasmas such as inertial confinement fusion experiments and in nature in the interiors of gas giant planets and the crusts of neutron stars. Classical plasma theory breaks down in strongly coupled systems because of the non-perturbative nature of particle interactions. Improving our understanding of this regime is an important fundamental challenge and it is necessary for modelling plasmas in this regime. We perform our experiments in ultracold neutral plasmas, which are formed by photoionizing laser cooled atoms. These are the coldest neutral plasmas every created, and they allow us to study physics of strongly coupled plasmas in a controlled, well-diagnosed environment.