The analysis of the volumetric behavior and the consolidation of shales require the involved materials to be tested under high confining stresses. The paper presents the apparatuses and the techniques that have been developed recently for testing shales under high-stress conditions. An advanced oedometric cell is introduced to analyse the transition from the over- to the normally consolidated state of shales; the apparatus allows investigating the volume change behavior of shales at high vertical stress (up to 100 MPa) in controlled suction and temperature conditions. The procedure for specimen preparation is also discussed. Selected test results are presented for two shales from the northern region of Switzerland.