Heavy ion collisions provide the possibility to produce in the laboratory the dense nuclear matter that exists inside a neutron star and the quark-gluon plasma that is believed to have existed during the early universe. Because of its short lifetime, the dense matter produced in heavy ion collisions cannot be studied using external probes. Instead, its properties are inferred from its decay product. Significant progress has been made during the past two decades in understanding the properties of the dense matter formed in heavy ion collisions from studying particles produced in these collisions. This knowledge has enhanced our understanding of not only the physics of strong interaction but also many astrophysical phenomena such as the neutron star properties and how matter is formed from the primordial quark-gluon plasma during the early universe. In this talk, I will review some of these progresses. For heavy ion collisions at low and intermediate energies such as at MSU and TAMU, I will present the constraints that have been obtained on the equation of state of asymmetric nuclear matter of unequal proton and neutron numbers. For heavy ion collisions at high energies such as at GSI and AGS, I will describe how the nuclear matter equation of state at high densities has been determined. For heavy ion collisions at relativistic energies such as at SPS and RHIC, I will review the evidence for the formation of the quark-gluon plasma and the information on its properties. For ultra-relativistic heavy ion collisions at LHC, I will discuss recent experimental results as well as the possibility of studying exotic charmed hadrons in order to address some longstanding questions in hadron physics.