In this review article, we give a brief overview of heavy fermions, which are prototype examples of strongly correlated electron systems. We introduce the application of physical pressure in heavy fermion systems to construct their pressure phase diagrams and to study the close relationship between superconductivity (SC) and other electronic instabilities, such as antiferromagnetism (AFM), ferromagnetism (FM), and valence transitions. Field-angle dependent heat capacity and point-contact spectroscopic measurements under pressure are taken as examples to illustrate their ability to investigate novel physical properties of the emergent electronic states.