Selective laser melting (SLM) is an additive manufacturing process which enables the creation of intricate components from high performance alloys. This facilitates the design and fabrication of new cellular materials for blast and impact mitigation, where the performance is heavily influenced by geometric and material sensitivities. Design of such materials requires an understanding of the relationship between the additive manufacturing process and material properties at different length scales: from the microstructure, to geometric feature rendition, to overall dynamic performance. To date, there remain significant uncertainties about both the potential benefits and pitfalls of using additive manufacturing processes to design and optimise cellular materials for dynamic energy absorbing applications. This investigation focuses on the out-of-plane compression of stainless steel cellular materials fabricated using SLM, and makes two specific contributions. First, it demonstrates how the SLM process itself influences the characteristics of these cellular materials across a range of length scales, and in turn, how this influences the dynamic deformation. Secondly, it demonstrates how an additive manufacturing route can be used to add geometric complexity to the cell architecture, creating a versatile basis for geometry optimisation. Two design spaces are explored in this work: a conventional square honeycomb hybridised with lattice walls, and an auxetic stacked-origami geometry, manufactured and tested experimentally here for the first time. It is shown that the hybrid lattice-honeycomb geometry outperformed the benchmark metallic square honeycomb in terms of energy absorption efficiency in the intermediate impact velocity regime (approximately 100 m/s). In this regime, the collapse is dominated by dynamic buckling effects, but wave propagation effects have yet to become pronounced. By tailoring the fold angles of the stacked origami material, numerical simulations illustrated how it can be optimised for specific impact velocity regimes between 10-150 m/s. Practical design tools were then developed based on these results.