Biological agents possess bodies that are mostly of soft tissues. Researchers have resorted to soft bodies to investigate Artificial Life (ALife)-related questions; similarly, a new era of soft-bodied robots has just begun. Nevertheless, because of their infinite degrees of freedom, soft bodies pose unique challenges in terms of simulation, control, and optimization. Here we propose a novel soft-bodied agents formalism, namely Pressure-based Soft Agents (PSAs): they are bodies of gas enveloped by a chain of springs and masses, with pressure pushing on the masses from inside the body. Pressure endows the agents with structure, while springs and masses simulate softness and allow the agents to assume an infinite gamut of shapes. Actuation takes place by changing the length of springs or modulating global pressure. We optimize the controller of PSAs for a locomotion task on hilly terrain and an escape task from a cage; the latter is particularly suitable for soft-bodied agents, as it requires the agent to contort itself to squeeze through a small aperture. Our results suggest that PSAs are indeed effective at those tasks, and that controlling pressure is fundamental for shape-changing. Looking forward, we envision PSAs to play a role in the modeling of soft-bodied agents, including soft robots and biological cells.