The advantages of high-order finite difference scheme for astrophysical MHD and turbulence simulations are highlighted. A number of one-dimensional test cases are presented ranging from various shock tests to Parker-type wind solutions. Applications to magnetized accretion discs and their associated outflows are discussed. Particular emphasis is placed on the possibility of dynamo action in three-dimensional turbulent convection and shear flows, which is relevant to stars and astrophysical discs. The generation of large scale fields is discussed in terms of an inverse magnetic cascade and the consequences imposed by magnetic helicity conservation are reviewed with particular emphasis on the issue of α-quenching.