New high-pressure devices based on the use of sapphire anvils now allow single-crystal neutron diffraction experiments to be performed up to P=8–10 GPa. After giving a brief overview of the technique, we present its application to the study of pressure-induced valence instabilities in Tm monochalcogenides (TmX, X: S, Se, Te). A variety of new magnetic phases have been characterized, yielding a consistent picture of the evolution of magnetism through the series. The results indicate a striking interplay between magnetic order taking place at low temperature and different types of electronic ground states (classical semiconductor, narrow-gap Kondo insulator, metallic Kondo lattice, etc.) inferred from the transport properties.