Since the mid-1920s, different strands of research used stars as "physics laboratories" for investigating the nature of matter under extreme densities and pressures, impossible to realize on Earth. To trace this process this paper is following the evolution of the concept of a dense core in stars, which was important both for an understanding of stellar evolution and as a testing ground for the fast-evolving field of nuclear physics. In spite of the divide between physicists and astrophysicists, some key actors working in the cross-fertilized soil of overlapping but different scientific cultures formulated models and tentative theories that gradually evolved into more realistic and structured astrophysical objects. These investigations culminated in the first contact with general relativity in 1939, when J. Robert Oppenheimer and his students George Volkoff and Hartland Snyder systematically applied the theory to the dense core of a collapsing neutron star. This pioneering application of Einstein's theory to an astrophysical compact object can be regarded as a milestone in the path eventually leading to the emergence of relativistic astrophysics in the early 1960s. ⋆