Despite occasional dubious claims of possibly higher densities, the densest known ambient-stable material ever produced in macroscopic ($\gtrsim$ milligrams) quantities is almost certainly the heaviest osmium isotope $^{192}\mathrm{Os}$.
Even if a denser material could be found, its density would almost certainly be only marginally greater than osmium.
Given the currently known elements, a denser material would have to be a compound with some combination of heavier atoms, reduced atomic spacing, or increased atomic packing factor.
Why this is hard to achieve is discussed in the answer to "Densest substance under STP?" and below.
Isotopic Separation
Osmium has 7 stable isotopes, the heaviest being $^{192}\mathrm{Os}$ which is about $40\%$ of natural osmium. Similarly, the heavier ($^{193\,}\mathrm{Ir}$) of the 2 stable iridium isotopes is about $63\%$ of natural iridium. The isotopes $^{192}\mathrm{Os}$ and $^{193\,}\mathrm{Ir}$ should be a fraction of a percent more dense than natural osmium and iridium, and were first produced in the 1960s and are still currently (2025) listed as available in the US Department of Energy's National Isotope Development Center's Product Catalog.
Reports of Extra-Dense Alloys
As discussed below, some compounds have higher density than their elemental solids, so one might hope that some platinum group alloy might exceed osmium's density, but the chemistry of these elements is so similar that the density of their alloys is expected to just interpolate between the constituent metals. For example, see this 2014 study on the density of Ir-Os alloys. There a few historical reports of superdense palladium alloys, but these have large uncertainties or were not confirmed by later measurements:
- This answer to What are these "certain chemical compounds" denser than osmium? reported a result from an old Estonian article that the density of $\mathrm{Ir}_4\mathrm{Pt}$ was $22800\,\mathrm{kg/m^3}$, but without any reported uncertainty. Based on the number of significant figures, I suspect the uncertainty is at least $\pm100\,\mathrm{kg/m^3}$, so this is not a significant result.
- A 1962 Russian article reported that $\mathrm{Ir}_{0.72}\;\mathrm{Re}_{0.28}$ had density $26.01\,\mathrm{g/cm^3}$, but a 2005 result is that the actual density is $22.23\,\mathrm{g/cm^3}$ with uncertainty less than a percent, and no Ir-Re alloy had a density greater than Iridium.
More generally, although there are many online statements that some metallic alloys are denser than any of their constituents, I can find no accurate measurements in the research literature backing up any such claim. For example, many websites state that "carbon steels" have densities in the range $7.85-8.05\,\mathrm{g/cm^3})$, implying that simply adding carbon (density $<3.515\,\mathrm{g/cm^3})$ to iron ($7.874\,\mathrm{g/cm^3})$ can slightly increase its density.
Adding carbon to iron actually produces steel with lower density; the density of steel is only greater than pure iron if the alloy includes denser metals, e.g. Cu, Co, Mo, or Ni (densities: $8.94,\ 8.83, 10.2, 8.91\, \mathrm{kg/m^3}).$
So it is not surprising that no stable extra-dense platinum group alloys have been found and there is no good expectation that any exist.
Interstitial Alloys
Small atoms can sometimes fit into interstitial sites of a crystal lattice, so one might hope this could increase the density of platinum group metals.
The densest metals (e.g. osmium, iridium), however, already have optimal close-packed structures (i.e. hexagonal close packed or face-centred cubic), and adding other atoms expands such close-packed lattices rather than making them denser.
For example, palladium swells significantly when absorbing hydrogen atoms.
Osmium and iridium only accept hydrogen at very high pressures. Osmium hydride decomposes at pressures below $25\,\mathrm{GPa}$, but there is chance that iridium hydride might be metastable at ambient pressure and temperature, but expected interstitial swelling means it would be very unlikely to be denser than pure iridium. Given the low atomic masses of hydrogen and deuterium, even if they could be added to osmium or iridium without swelling, the increase in density would be trivial ($<1\%$).
Extra-Dense Compounds
Some compounds can be denser than their constituents. For example, alkali metals form tightly bound ionic compounds with halogens or nitrate that are often denser than the solid forms of any of their elemental constituents. The density of caesium fluoride $(\mathrm{CsF})$ is more than twice than of either solid caesium or solid fluorine, and caesium nitrate is similarly almost twice as dense as caesium metal.
Rare-earth oxides such as Yb$_2$O$_3$ or Eu$_2$O$_3$ can be up to $40\%$ denser than the corresponding elemental rare-earth. In general, compounds that are denser than their constituents are formed from elements with relatively low density, and such increased density compounds are not expected for platinum group metals
Cesium has low density because it has the largest solid atomic/molar volume and lowest electronegativity of all stable elements, and its lone outermost 6s electrons form only very weak metallic bonds. When combined with fluorine, the most electronegative element, the resulting tightly bound ionic crystal has smaller spacings between caesium atoms than in caesium metal. (Removing the lone outermost electron from a caesium atom significantly reduces its size but adding an electron to a fluorine atom's almost full outer shell has negligible effect on its size.)
Similarly, $\mathrm{Eu_2O_3}$ and $\mathrm{Yb_2O_3}$ are formed from $\mathrm{Eu/Yb^{3+}}$ ions that are smaller than $\mathrm{Eu/Yb^{0}}$ atoms.
In contrast, osmium and other platinum group metals are alread optimally close-packed with very strong metallic bonds, as demonstrated by their very high melting points and small atomic/molar volumes. All known Osmium compounds have densities less than pure Osmium.
Island of Stability and Compact Ultra-Dense Objects
Measurements of the gravitational interactions of some asteroids such as 33 Polyhymnia produced estimates that they are significantly denser than osmium. These density estimates are most likely erroneous, but Laforge, Price, and Rafelski suggested that these asteroids might contain significant quantities of relatively stable superheavy elements in the nuclear island of stability around $Z = 164$
with densities in the range of $36-68\, \mathrm{g/cm^3}$.
It is, however, extremely hard to understand how such elements could be made naturally, how their lifetimes could be long enough to form asteroids, and if their lifetimes were long enough why they have not been observed on Earth or elsewhere.
