Magnetic reconnection is a basic plasma process of dramatic rearrangement of magnetic topology, often leading to a violent release of magnetic energy. It is important in magnetic fusion and in space and solar physics --- areas that have so far provided the context for most of reconnection research. Importantly, these environments consist just of electrons and ions and the dissipated energy always stays with the plasma. In contrast, in this paper I introduce a new direction of research, motivated by several important problems in high-energy astrophysics --- reconnection in high energy density (HED) radiative plasmas, where radiation pressure and radiative cooling become dominant factors in the pressure and energy balance. I identify the key processes distinguishing HED reconnection: special-relativistic effects; radiative effects (radiative cooling, radiation pressure, and Compton resistivity); and, at the most extreme end, QED effects, including pair creation. I then discuss the main astrophysical applications --- situations with magnetar-strength fields (exceeding the quantum critical field of about 4 x 10^13 G): giant SGR flares and magnetically-powered central engines and jets of GRBs. Here, magnetic energy density is so high that its dissipation heats the plasma to MeV temperatures. Electron-positron pairs are then copiously produced, making the reconnection layer highly collisional and dressing it in a thick pair coat that traps radiation. The pressure is dominated by radiation and pairs. Yet, radiation diffusion across the layer may be faster than the global Alfv\'en transit time; then, radiative cooling governs the thermodynamics and reconnection becomes a radiative transfer problem, greatly affected by the ultra-strong magnetic field. This overall picture is very different from our traditional picture of reconnection and thus represents a new frontier in reconnection research.
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