In this review, a systematic overview of dynamical processes in complex (dusty) plasmas is given. Complex plasmas consist of electrons, ions, neutrals, and microparticles of nanometre to micrometre size, which are responsible for the unusual properties of this kind of plasmas, such as the formation of liquid or solid phases at strong electrostatic coupling. The examples represent the progress in this field within the last five years and mostly such cases were chosen, in which experimental results could be compared with theory or where the phenomenon has a diagnostic application. The presentation begins with single particle effects, where levitation, confinement in plasma traps, charging, and oscillations are involved. It is shown that vertical oscillations can be used for particle charge measurements. Nonlinear and parametric effects as well as self-excited oscillations are discussed. Then the interaction force between the particulates is explored in few-particle systems. Scattering experiments show that the interaction in the levitation plane can be described by shielded Yukawatype potentials, while the vertical interaction is governed by additional attractive wake fields. The latter are shown to be asymmetric and lead to the formation of vertical strings. The normal modes of one-dimensional or two-dimensional particle arrangements are useful tools for diagnostics. Many-particle effects are discussed in terms of low-frequency electrostatic waves. The dust-acoustic wave, the dust ion-acoustic wave, and two types of dust lattice waves (shear and compressional) are discussed with respect to diagnostic applications, among them Mach cones in plasma crystals. Laser methods are now established for the excitation of such modes. Two novel types of instabilities, the wakefield instability and the void-forming instability, as well as first results on dust ion-acoustic shocks are presented.