The advent of high-power laser facilities has, in the past two decades, opened a new field of research where astrophysical environments can be scaled down to laboratory dimensions, while preserving the essential physics. This is due to the invariance of the equations of magneto-hydrodynamics to a class of similarity transformations. Here we review the relevant scaling relations and their application in laboratory astrophysics experiments with a focus on the generation and amplification of magnetic fields in cosmic environment. The standard model for the origin of magnetic fields is a multi stage process whereby a vanishing magnetic seed is first generated by a rotational electric field and is then amplified by turbulent dynamo action to the characteristic values observed in astronomical bodies. We thus discuss the relevant seed generation mechanisms in cosmic environment including resistive mechanism, collision-less and fluid instabilities, as well as novel laboratory experiments using high power laser systems aimed at investigating the amplification of magnetic energy by magneto-hydrodynamic (MHD) turbulence. Future directions, including efforts to model in the laboratory the process of diffusive shock acceleration are also discussed, with an emphasis on the potential of laboratory experiments to further our understanding of plasma physics on cosmic scales.