Warm dense matter can be found in many celestial systems. The general property of warm dense matter (WDM) are given in the n,T diagram below.
WDM can be found in gaseous giant interiors, inside inertial fusion plasma using indirect drive (i.e. x-ray produce by visible laser light hitting a holhraum). WDM is strongly coupled, meaning that the electrostatic interaction between particles is common, and degenerate, meaning the state of the particles obeys partially or totally the Pauli exclusion principle. In comparison, hot dense matter (HDM) also called high energy density plasmas (HEDP) and it is weakly coupled, meaning the the electrostatic interaction between particles is rare, and classical, meaning that the particle do not obey the Pauli exclusion principle.
Because of these particular properties, it seems that WDM is difficult to produce in the laboratory. It happens that this is not the case. Usual methods producing high energy density plasmas use cold (room temperature) solid sample and bring them to hot, dense plasmas. During this transformation, a WDM state is reached and can be studied in great details as the geometry of the plasma is close to its initial shape, usually a metallic wire.