Turbulent mixing layers of varying compressibility (Mc = 0.19, 0.38, 0.54, and 0.89) are experimentally studied using flow visualization and velocimetry techniques. The experiments are conducted in a wind tunnel facility at the University of Illinois at Urbana-Champaign that is capable of five different convective Mach numbers. Inflow conditions are documented in the form of PIV measurements of the incoming boundary layers in both streams. Schlieren and Mie scattering images show that increased compressibility in the shear layer tends to elongate the rounded 2-D rollers that are extensively documented in the incompressible case. In addition, instantaneous three-component SPIV measurements are made on the spanwise-central plane. Mean velocity results confirm the reduction in growth rate with increasing Mc that has been widely agreed upon. Turbulence statistics results show that the streamwise normal Reynolds stress remains constant, while spanwise normal, transverse normal, and primary shear Reynolds stresses all decrease with increasing Mc. The Reynolds stress anisotropy tensor is also fully characterized with all three normal components. Anisotropy values near the shear layer center remain constant for each case. As mixing layer compressibility increases, the streamwise normal stress anisotropy increases, the transverse and spanwise normal stress anisotropies decrease, and shear stress anisotropy remains constant.