Recent progresses in calorimetric techniques are reviewed and some typical measurements are used to illustrate the importance of such data to further develop either equations of state for pure fluids, or group contribution based models for fluid mixtures. Heat capacities of gases, pure fluids and fluid mixtures can be easily measured from ambient temperature to almost 600 K at pressures up to 30 MPa. Similarly, heats of mixing are obtained in the same ranges of temperatures and pressures. In addition calorimetric measurements of pressure effects, up to 300 MPa, by the newly established technique, transitiometry, yield thermal expansion coefficients of gases and fluids up to critical points. Synthetic natural gases acid binary as well as ternary nonelectrolyte mixtures serve to show how such data constitute severe tests for comparison with theoretical models.