The study of relativistic electron–positron pair plasmas is both of fundamental physics interest and important to understand the processes that shape the magnetic field dynamics, particle acceleration, and radiation emission in high-energy astrophysical environments. Although it is highly desirable to study relativistic pair plasmas in the laboratory, their generation and control constitutes a critical challenge. Significant experimental and theoretical progress has been made over recent years to explore the use of intense lasers to produce dense relativistic pair plasma in the laboratory and study the basic collective plasma processes associated with these systems. Important challenges remain in terms of improving the number of pairs, system size, and control over the charge neutrality required to establish laboratory platforms that can expand our understanding of relativistic pair plasma and help validate underlying models in conditions relevant to high-energy astrophysical phenomena. We highlight recent progress in this field, discuss the main challenges, and the exciting prospects for studying relativistic pair plasmas and astrophysics relevant instabilities in the laboratory in the near future.