Nonlinear dynamics of Vertical-Cavity Surface-Emitting Lasers (VCSELs) induced by optical injection, optical feedback, current modulation and mutual coupling is reviewed. Due to the surface emission and cylindrical symmetry VCSELs lack strong polarization anisotropy and may undergo polarization switching. Furthermore, VCSELs may emit light in multiple transverse modes. These VCSEL properties provide new features to the rich nonlinear dynamics induced by an external perturbation. We demonstrate for the case of orthogonal optical injection that new Hopf bifurcation on a two-polarization-mode solution delimits the injection locking region and that polarization switching and injection locking of first-order transverse mode lead to a new resonance tongue for large positive detunings. Similarly, the underlying polarization mode competition leads to chaoticlike behavior in case of gain switching and the presence of two transverse modes additionally reduces the possibility of regular dynamics. The bistable property of VCSEL makes it possible to investigate very fundamental problems of bistable systems with time-delay, such as the coherence resonance phenomenon. We also demonstrate that the synchronization quality between unidirectionally coupled VCSELs can be significantly enhanced when the feedback-induced chaos in the master laser involves both orthogonal LP fundamental transverse modes.