This paper describes an Electro-Hydraulics Laboratory (EH Lab) at the University of Missouri - Rolla (UMR), which was recently established with a gift from Caterpillar Inc. The goal of this laboratory is to provide students the opportunity for hands-on experience with signal processing, dynamic modeling, and real-time control of industrial-grade electro-hydraulic systems. Unlike most comparable educational laboratories, nearly all of the components used in this laboratory were originally intended for industrial use, yielding a much more real-world experience for students. The laboratory utilizes the xPC Target software for rapid prototyping and execution of real-time data acquisition and control systems using Simulink. Several laboratories, as well as a course project, that utilize the EH Lab are presented.