An innovative and comprehensive experiment (named "Multimat") was successfully carried out at CERN HiRadMat facility on 18 different materials relevant for Collimators and Beam Intercepting Devices. Material samples, tested under high intensity proton pulses of 440 GeV/c, exceeding the energy density expected in HL-LHC, ranged from very light carbon foams to tungsten heavy alloys, including novel composites as graphite/carbides and metal/diamond without and with thin-film coatings. Experimental data were acquired relying on extensive integrated instrumentation (strain gauges, temperature sensors, radiation-hard camera) and on laser Doppler vibrometer. This allows investigating relatively unexplored and fundamental phenomena as dynamic strength, internal energy dispersion, nonlinearities due to inelasticity and inhomogeneity, strength and delamination of coatings and surfaces. By benchmarking sophisticated numerical simulations against these results, it is possible to establish or update material constitutive models, which are of paramount importance for the design of devices exposed to interaction with particle beams in high energy accelerators such as the HL-LHC or FCC-hh.