We have analysed the photometry of 924 type II Cepheids from the Galactic bulge observed by the Optical Gravitational Lensing Experiment. Our goal was to detect and analyse various dynamical phenomena, including, e.g. multi-mode pulsation, perioddoubled pulsation, period-k pulsation, or quasi-periodic modulation of pulsation. First examples of double-mode BL Her-type stars, pulsating simultaneously in the fundamental and first overtone modes are reported. Two double-mode pulsators are not isolated cases however, but form an extension of recently identified class of long-period RRd stars. Period doubling effect was detected in three BL Her-type stars: two were identified previously and one is a new discovery. Through identification of numerous period-doubled W Vir stars we show that the appearance of the period doubling effect, and hence the transition towards RV Tau class, is a smooth process that starts at pulsation periods slightly above 15 d. Interchange of the deep and shallow pulsation cycles is identified in tens of RV Tau variables. One RV Tau star is a strong candidate for period-4 pulsation. Quasi-periodic modulation of pulsation in all sub-classes of type II Cepheids is reported for the first time. Modulation was detected in 16 BL Her, 9 W Vir and in 7 RV Tau stars. In the last case, modulation is the most likely scenario, but two other scenarios, excitation of non-radial modes, or period-4 pulsation, can also account for the observed pulsation pattern. Irregular changes of pulsation amplitude and period on various time-scales are common in all subgroups of type II Cepheids.