In the last decade, non-linear dynamical transport in semiconductor superlattices (SLs) has witnessed significant progress in theoretical descriptions as well as in experimentally observed non-linear phenomena. However, until now, a clear distinction between non-linear transport in strongly and weakly coupled SLs was missing, although it is necessary to provide a detailed description of the observed phenomena. In this review, strongly coupled SLs are described by spatially continuous equations and display self-sustained current oscillations due to the periodic motion of a charge dipole as in the Gunn effect for bulk semiconductors. In contrast, weakly coupled SLs have to be described by spatially discrete equations. Therefore, weakly coupled SLs exhibit a more complex dynamical behaviour than strongly coupled ones, which includes the formation of stationary electric field domains, pinning or propagation of domain walls consisting of a charge monopole, switching between stationary domains, self-sustained current oscillations due to the recycling motion of a charge monopole and chaos. This review summarizes the existing theories and the experimentally observed non-linear phenomena for both types of semiconductor SLs.