Experimental research has a long-established tradition in psychology and sociology, and a more recent but important history as a useful methodology in economics. In this article, we discuss the strengths and weaknesses of experiments as a method for studying terrorism and other national security topics. For example, given the paucity of data on counterterror policy decisions by governments, as well as for planning, targeting and selecting methods of attack by terrorist organizers, the experimental approach can substitute for this lack of field data. Experiments can also identify policy counterfactuals that might otherwise be unobservable. Hence, we begin by discussing several theoretical themes in the analysis of terrorism: interdependent security games such as airline screening; the dual nature of pre-emptive versus deterrent counterterror policies and the implications of this duality for policy coordination among targeted nations; the resurgence of interest in Colonel Blotto games when properly adjusted to reflect the asymmetric conflict between target governments and terrorist groups; and the relationship between terrorist activity and extreme punishments (or vendettas). The small but emerging literature using experiments to examine these issues is reviewed, paying particular attention to how experimental results can inform theory and policy. Finally, we propose new directions for researchers to explore.