Fermilab is developing and investigating different high-field magnets (HFM) for present and future accelerators. The HFM R&D program focused on the 10-12 T magnets based on Nb3Sn superconductor and explored both basic magnet technologies for brittle superconductors-wind-and-react and react-and-wind. Magnet design studies in support of LHC upgrades and VLHC were conducted. A series of 1-m long cos-theta dipole models based on the wind-and-react technique was fabricated and tested. Three 1-m long flat racetracks and the common coil dipole model, based on a single-layer coil and react-and-wind technique, were also fabricated and tested. Extensive theoretical and experimental studies of electro-magnetic instabilities in Nb3Sn strands, cables and magnets were performed and led to a successful 10 T dipole model. This paper presents the details of Fermilab's HFM program, reports its status and major results, and formulates the next steps for the program.