Astrophysics experiments are mainly observations ... they build expensive, giant telescopes and send some of them expensive, giant telescopes into space to observe things and look for signs of things like black holes based on their theorectical impact on surrounding light emitted from stars and things like that. That's experiment.
Einstein is famous for "thought experiments", and those are experiments too. Then they take the theory based off of the thought experiments and test the theory against observable phenomena, like gravitational lensing during a solar eclipse, or frame dragging using satellites. So, yeah, there is experiment there too, it HAS to have an experiment to validify theory, otherwise it isn't science, it's just a guess.
And when Einstein and his buddy Poldolsky, and Rosen, IIRC were hanging out one day talking about how much b.s. quantum mechanics was they invented experiments to prove it wrong, saying, "hey QM proponents, what about this weird effect, where two particles would communicate faster than the speed of light if you set up an experiment like this ... that's just 'spooky' and shows there's no way QM is true", and then in fact experimentalists built the experiment to show that entanglement was an actual real physical phenomena. Theorists like that have to invent experiments to test their ideas, the experimentalists build them.