A pair of techniques have been developed for performing time-resolved X-ray microdiffraction on irreversible phase transformations. In one technique capillary optics are used to focus a high-flux broad-spectrum X-ray beam to a 60 $\mu$m spot size and a fast pixel array detector is used to achieve temporal resolution of 55 $\mu$s. In the second technique the X-rays are focused with Kirkpatrick-Baez mirrors to achieve a spatial resolution better than 10 $\mu$m and a fast shutter is used to provide temporal resolution better than 20 $\mu$s while recording the diffraction pattern on a (relatively slow) X-ray CCD camera. Example data from experiments are presented where these techniques are used to study self-propagating high-temperature synthesis reactions in metal laminate foils.