Intense beams of heavy ions are capable of heating volumetric samples of matter to high energy density. Experiments are performed on the resulting warm dense matter (WDM) at the NDCX-I ion beam accelerator. The 0.3 MeV, 30 mA K(+) beam from NDCX-I heats foil targets by combined longitudinal and transverse neutralized drift compression of the ion beam. Both the compressed and uncompressed parts of the NDCX-I beam heat targets. The exotic state of matter (WDM) in these experiments requires specialized diagnostic techniques. We have developed a target chamber and fielded target diagnostics including a fast multichannel optical pyrometer, optical streak camera, laser Doppler-shift interferometer (Velocity Interferometer System for Any Reflector), beam transmission diagnostics, and high-speed gated cameras. We also present plans and opportunities for diagnostic development and a new target chamber for NDCX-II.