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The paper describes an experimental technique combining optical interferometry and ultrasonic attenuation to measure the bulk modulus (compressibility) and film thickness profiles of oil and grease films entrapped between a stationary steel ball and a sapphire plate. Results are presented for lithium- and urea-based greases, and their base oils alone, at contact pressures up to and around 3 GPa, and are compared with some models and results from other studies, extrapolated to the higher pressures achieved here. Results show that the bulk modulus of a particular grease and its base oil are found to be similar, at a given pressure, and largely dependent on the base-oil properties, which is demonstrated to be what is expected with the concentration levels of fillers and solid lubricants present. However, the film shapes measured for the grease and its base oil can be quite different. This is seemingly due to the manner in which the lubricant samples 'solidify', due to the high pressures, and also to the way in which the edges of the squeeze-film entrapped fluid are sealed. This latter sealing effect seems to be assisted by secondary phases, particularly with greases where fillers and solid lubricants are present, creating a very effective sealed contact where the entrapped lubricant samples could be observed to remain stable for several hours. [DOI: 10.1115/1.2125887]