This paper presents new parallel algorithms for generating Euclidean minimum spanning trees and spatial clustering hierarchies (known as HDBSCAN$^*$). Our approach is based on generating a well-separated pair decomposition followed by using Kruskal's minimum spanning tree algorithm and bichromatic closest pair computations. We introduce a new notion of well-separation to reduce the work and space of our algorithm for HDBSCAN$^*$. We also present a parallel approximate algorithm for OPTICS based on a recent sequential algorithm by Gan and Tao. Finally, we give a new parallel divide-and-conquer algorithm for computing the dendrogram and reachability plots, which are used in visualizing clusters of different scale that arise for both EMST and HDBSCAN$^*$. We show that our algorithms are theoretically efficient: they have work (number of operations) matching their sequential counterparts, and polylogarithmic depth (parallel time). We implement our algorithms and propose a memory optimization that requires only a subset of well-separated pairs to be computed and materialized, leading to savings in both space (up to 10x) and time (up to 8x). Our experiments on large real-world and synthetic data sets using a 48-core machine show that our fastest algorithms outperform the best serial algorithms for the problems by 11.13--55.89x, and existing parallel algorithms by at least an order of magnitude.