The latest results on high pressure investigations of luminescence related to Pr3+ and Eu2+ in different lattices are presented in this paper. In the latter case, the influence of pressure on anomalous luminescence in BaxSr1-xF2 for x=0, 0.3, 0.5, and 1, and the LiBaF3:Eu2+ system as a function of pressure are presented and discussed. A theoretical model describing an impurity-trapped exciton (ITE) as a system where the first carrier is localized at the impurity and the second one is captured by the coulomb potential at Rydberg-like states is developed. The model is used to analyze the anomalous luminescence in Eu2+-doped fluorides and the pressure quenching of Pr3+ luminescence in oxides. The model explains the differences in the formation of an ITE depending on whether the first excited impurity state belongs to 4f(n) or 4f(n-1)5d(1) electronic configurations.