In situ x-ray diffraction studies of iron under shock conditions confirm unambiguously a phase change from the bcc (alpha) to hcp (epsilon) structure. Previous identification of this transition in shock-loaded iron has been inferred from the correlation between shock-wave-profile analyses and static high-pressure x-ray measurements. This correlation is intrinsically limited because dynamic loading can markedly affect the structural modifications of solids. The in situ measurements are consistent with a uniaxial collapse along the [001] direction and shuffling of alternate (110) planes of atoms, and are in good agreement with large-scale nonequilibrium molecular dynamics simulations.