We have performed a series of co-compression experiments on Au, Pt, Mo, MgO and NaCl to extend internally consistent pressure calibration and characterize shear strength of pressure media to 2.5 Mbar. Measured unit cell volumes of calibrants show differences between existing pressure scales of similar to 10% above 2 Mbar. A new comprehensive pressure scale is proposed in good agreement with recent reduced shock isotherms for Au, Mo and Pt and with internal agreement to 3% at Mbar pressures. Deviatoric stresses were analyzed for each material based on diffraction line broadening and line shifts due to anisotropic strain. The measured strength of Ne at 2.5 Mbar is 8 GPa. Diffraction line width analysis suggests that deviatoric stress conditions at 2.5 Mbar are similar for He and Ne media.