When I think of dense material I usually think of lead, or perhaps gold.

Lead (Pb, #82) has a density of 11.3 g/cm³.

Gold (Au, #79) has a density of 19.3 g/cm³.

Osmium is the most dense of all the elements, coming in at 22.6 g/cm³. It is also one of the least abundant of all the crustal materials and is only obtained as a by-product of nickel and copper refining.

Osmium is mostly used in alloys, often combined with platinum or iridium. If you have a fountain pen, the nib is coated with such stuff. The United States consumes less than 200 kilograms of osmium per year. Contrast that with platinum—annual world production is about 200 thousand kilograms.

Here’s a place you can buy your own osmium: