URu2Si2 is a moderate heavy fermion system which undergoes two transitions with decreasing temperature. The lower transition (1.5K) is to a possibly unconventional superconducting state, whereas the nature of the upper transition (17.5K) is poorly understood. Large lambda-like anomalies are seen in specific heat, along with strong signatures in other transport measurements such as resistivity and magnetic susceptibility. Neutron diffraction measurements only detect a very small ordered moment (0.03 μB), which is too small to give such large bulk signatures. This has prompted theorists to propose various exotic mechanisms to explain this so-called hidden order. I will review our group\'s efforts to understand this system, including our results on non-linear susceptibility and muon spin relaxation under hydrostatic pressure, as well as inelastic neutron scattering studies of this system.