Using synchrotron X-ray diffraction, we show that the long-accepted monoclinic structure of the "collapsed" high-pressure phases reported in seven lanthanide elements (Nd, Tb, Gd, Dy, Ho, Er and (probably) Tm) is incorrect. In Tb, Gd, Dy, Ho, Er and Tm we show that the collapsed phases have a 16-atom orthorhombic structure (oF 16) not previously seen in the elements, while in Nd we show that it has an 8-atom orthorhombic structure (oF 8) previously reported in several actinide elements. oF 16 and oF 8 are members of a new family of layered elemental structures, the discovery of which reveals that the high-pressure structural systematics of the lanthanides, actinides and group 3 elements (Sc and Y) are much more related that previously imagined. Electronic structure calculations of Tb, combined with quantum many body corrections, confirm the experimental observation, and calculate that the collapsed orthorhombic phase is a ferromagnet, nearly degenerate with an anti-ferromagnetic state between 60 and 80 GPa. We find that the magnetic properties of Tb survive to the highest pressures obtained in our experiments (110 GPa). Further calculations of the collapsed phases of Gd and Dy, again using the correct crystal structure, show the former to be a type-A antiferromagnet, while the latter is ferromagnetic.