Using exact results obtained from localization on S^4, we explore the large N
limit of N=2 super-Yang-Mills theories with massive matter multiplets. We focus
on three cases: N=2* theory, describing a massive hypermultiplet in the adjoint
representation, SU(N) super-Yang-Mills with 2N massive hypermultiplets in the
fundamental, and super-QCD with massive quarks. When the radius of the
four-sphere is sent to infinity the theories at hand are described by solvable
matrix models, which exhibit a number of interesting phenomena including
quantum phase transitions at finite 't Hooft coupling.Comment: 52 pages, 12 figure