Poly-nitrogen compounds have been considered as potential high energy density materials for a long time due to the large number of energetic N-N or N=N bonds. In most cases high nitrogen content and stability at ambient conditions are mutually exclusive, thereby making the synthesis of such materials challenging. One way to stabilize such compounds is the application of high pressure. Here, through a direct reaction between Fe and N2 in a laser-heated diamond anvil cell, we synthesize three ironnitrogen compounds Fe3N2, FeN2 and FeN4. Their crystal structures are revealed by single-crystal synchrotron X-ray diffraction. Fe3N2, synthesized at 50 GPa, is isostructural to chromium carbide Cr3C2. FeN2 has a marcasite structure type and features covalently bonded dinitrogen units in its crystal structure. FeN4, synthesized at 106 GPa, features polymeric nitrogen chains of [N42-]n units. Based on results of structural studies and theoretical analysis, [N42-]n units in this compound reveal catena-poly[tetraz-1-ene-1,4-diyl] anions.