The review presents the methods of generation of nonlinear coherent excitations in strongly nonequilibrium Bose-condensed systems of trapped atoms and their properties. Non-ground-state Bose–Einstein condensates are represented by nonlinear coherent modes. The principal difference of nonlinear coherent modes from linear collective excitations is emphasized. Methods of generating nonlinear modes and the properties of the latter are described. Matter-wave interferometry with coherent modes is discussed, including such effects as interference patterns, internal Josephson current, Rabi oscillations, Ramsey fringes, harmonic generation, and parametric conversion. Dynamic transition between mode-locked and mode-unlocked regimes is shown to be analogous to a phase transition. Atomic squeezing and entanglement in a lattice of condensed atomic clouds with coherent modes are considered. Nonequilibrium states of trapped Bose-condensed systems, starting from weakly nonequilibrium state, vortex state, vortex turbulence, droplet or grain turbulence, and wave turbulence, are classified by means of effective Fresnel and Mach numbers. The inverse Kibble–Zurek scenario is described. A method for the formation of directed beams from atom lasers is reported.