The Densest $k$-Subgraph (D$k$S) problem, and its corresponding minimization problem Smallest $p$-Edge Subgraph (S$p$ES), have come to play a central role in approximation algorithms. This is due both to their practical importance, and their usefulness as a tool for solving and establishing approximation bounds for other problems. These two problems are not well understood, and it is widely believed that they do not an admit a subpolynomial approximation ratio (although the best known hardness results do not rule this out). In this paper we generalize both D$k$S and S$p$ES from graphs to hypergraphs. We consider the Densest $k$-Subhypergraph problem (given a hypergraph $(V, E)$, find a subset $W\subseteq V$ of $k$ vertices so as to maximize the number of hyperedges contained in $W$) and define the Minimum $p$-Union problem (given a hypergraph, choose $p$ of the hyperedges so as to minimize the number of vertices in their union). We focus in particular on the case where all hyperedges have size 3, as this is the simplest non-graph setting. For this case we provide an $O(n^{4(4-\sqrt{3})/13 + ε}) \leq O(n^{0.697831+ε})$-approximation (for arbitrary constant $ε> 0$) for Densest $k$-Subhypergraph and an $\tilde O(n^{2/5})$-approximation for Minimum $p$-Union. We also give an $O(\sqrt{m})$-approximation for Minimum $p$-Union in general hypergraphs. Finally, we examine the interesting special case of interval hypergraphs (instances where the vertices are a subset of the natural numbers and the hyperedges are intervals of the line) and prove that both problems admit an exact polynomial time solution on these instances.