Preferred aspects of the present invention provide ammonium nitrate compositions comprising ammonium nitrate and at least a second compound, said second compound being present under conditions and in amounts effective to substantially reduce the detonation sensitivity of the composition and/or to otherwise improve a desired property of the composition. In certain embodiments, the second compound is selected from the group consisting of ammonium sulfate, ammonium phosphate, calcium nitrate, potassium nitrate, magnesium nitrate, ammonium molybdenate, ammonium hexaflouralsilicate, neodymium hydroxynitrate, and combinations of two or more of these. In preferred embodiments, at least a substantial portion of the ammonium nitrate in the composition is in the form of a double salt with one or more of said second compounds. In highly preferred embodiments, the present compositions consist essentially of one or more double salts of ammonium nitrate and a second compound as described herein.