Here are some of the more recent laboratory achievements in high density information storage.

Magnetic Storage:

Current areal density2004: ( number of bits stored on a given area): 101Gbits/IN²

source: http://www.seagate.com/newsinfo/technology/d4g.html

General outlook:

ibm general reference page. http://domino.research.ibm.com/comm/wwwr_thinkresearch.nsf/pages/storage297.html

Three dimensional optical and holographic storage:

Demonstration of high-density three-dimensional storage in fused silica by femtosecond laser pulses
Guanghua Cheng, Yishan Wang, J. D. White, Qing Liu, Wei Zhao, and Guofu Chen
Journal of Applied Physics Vol 94(3) pp. 1304-1307. August 1, 2003

High-density three-dimensional optical data storage in a stacked compact disk format with two-photon writing and single photon readout
Haridas E. Pudavar, Mukesh P. Joshi, Paras N. Prasad, and Bruce A. Reinhardt
Applied Physics Letters Vol 74(9) pp. 1338-1340. March 1, 1999

Abstract
Using a polymer block doped with a highly efficient two-photon dye, we have achieved a high density data storage with gray-scale control in multiple planes as stacked compact disks at a separation of 10 µm. The absorption and fluorescence of the dye at the written spot shift to a longer wavelength, permitting an easy fluorescence mode readout with a linear excitation using an inexpensive laser source. The storage capacity in this case is estimated to be 10¹² bits/cm³. ©©1999 American Institute of Physics.

Holographic storage (even more interesting for retrieval than for density).

http://www.bell-labs.com/org/physicalsciences/projects/hdhds/1.html

Atomic Force Microscope storage:

http://www.zurich.ibm.com/st/storage/millipede.html