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The reverse process, creating energy from mass is quite common. It is observed when particles and their anti-particles collide with each other and called annihilation radiation. For example electrons and positrons colliding will emit two gamma rays (light) at around 512keV photon energy.
To create mass from energy you need to concentrate sufficient energy in a small enough volume. European scientists plan to build a laser that, when focused to a small enough spot, will create particles in vacuum.