Computation of a phase diagram from first principles is nowadays possible in principle. Thus, phase relations at zero temperature as a function of pressure can be reliably determined. However, when temperature has to be considered, the computational effort significantly increases. Moreover, existing techniques are not always reliable when competing phases are close in energy. Therefore, there is a need in more robust approaches that minimize the error and computational effort. Also, first principles approach is the only option when we enter the range of extreme pressures and temperatures. I will review existing molecular dynamics simulation techniques to compute phase boundaries, such as thermodynamic integration, 2-phase modeling and related coexistence simulations, "heat-and-run" method, Z-method, etc. The emphasis will be on melting and dynamically unstable at zero temperature phases. I will talk about Fe, Mo, and Xe. Solution of experimental controversies will be illustrated.