The Materials Genome Initiative, a national effort to introduce new materials into the market faster and at lower cost, has made significant progress in computational simulation and modeling of materials. To build on this progress, a large amount of experimental data for validating these models, and informing more sophisticated ones, will be required. High-throughput experimentation generates large volumes of experimental data using combinatorial materials synthesis and rapid measurement techniques, making it an ideal experimental complement to bring the Materials Genome Initiative vision to fruition. This paper reviews the state-of-the-art results, opportunities, and challenges in high-throughput experimentation for materials design. A major conclusion is that an effort to deploy a federated network of high-throughput experimental (synthesis and characterization) tools, which are integrated with a modern materials data infrastructure, is needed.