There are many astrophysical dynamical phenomena which cannot be described by hydrodynamics. Such typical systems are stellar systems and plasma ones, which are mainly collisionless. Historically speaking, studies on dynamics of collisionless systems were started in stellar dynamics earlier than the astrophysical fluid dynamics. After the world war II, much study on collisionless plasmas systems began (plasma physics). In this chapter we will briefly present the basic and general equations describing dynamics of ensemble of particles and then focus our attention on dynamics of ionized gases with anisotropic gas pressure under strong magnetic fields.