Extraordinary states of highly localised pressure and temperature can be generated upon the collapse of impulsively driven cavities. Direct observation of this phenomenon in solids has proved challenging, but recent advances in high-speed synchrotron radiography now permit the study of highly transient, subsurface events in real time. We present a study on the shock-induced collapse of spherical cavities in a solid polymethyl methacrylate medium, driven to shock states between 0.49 and 16.60 GPa. Utilising multi-MHz phase contrast radiography, extended sequences of the collapse process have been captured, revealing new details of interface motion, material failure and jet instability formation. Results reveal a rich array of collapse characteristics dominated by strength effects at low shock pressures and leading to a hydrodynamic response at the highest loading conditions.