Coupled semiconductor lasers are systems possessing complex dynamics, which makes them interesting for many applications in photonics. In this paper, we first review our results on the existence and stability of asymmetric phase-locked states of a single dimer consisting of two coupled semiconductor lasers. We show that stable phase-locked states of arbitrary asymmetry exist, whose field amplitude ratio and phase difference can be dynamically controlled by appropriate electronic current injection. Moreover, we obtain stable limit cycles with asymmetric characteristics, emerging through Hopf bifurcations from these phase-locked states. Also, we emphasize the importance of exceptional points, and we show that asymmetry enables their existence in extended regions of parameter space. The dynamics of asymmetric dimers under small signal modulation of the pumping current is also investigated and the occurrence of antiresonances and sharp resonances with very high frequencies is demonstrated. Finally, we describe