The physics of astrophysical jets can be divided into three regimes: (i)
engine and launch (ii) propagation and collimation, (iii) dissipation and
particle acceleration. Since astrophysical jets comprise a huge range of scales
and phenomena, practicality dictates that most studies of jets intentionally or
inadvertently focus on one of these regimes, and even therein, one body of work
may be simply boundary condition for another. We first discuss long standing
persistent mysteries that pertain the physics of each of these regimes,
independent of the method used to study them. This discussion makes contact
with frontiers of plasma astrophysics more generally. While observations
theory, and simulations, and have long been the main tools of the trade, what
about laboratory experiments? Jet related experiments have offered controlled
studies of specific principles, physical processes, and benchmarks for
numerical and theoretical calculations. We discuss what has been done to date
on these fronts. Although experiments have indeed helped us to understand
certain processes, proof of principle concepts, and benchmarked codes, they
have yet to solved an astrophysical jet mystery on their own. A challenge is
that experimental tools used for jet-related experiments so far, are typically
not machines originally designed for that purpose, or designed with specific
astrophysical mysteries in mind. This presents an opportunity for a different
way of thinking about the development of future platforms: start with the
astrophysical mystery and build an experiment to address it.