This EPJ special topics issue is a collection of contributions about some recent developments in statistical mechanics and dynamical complexity. The various articles report results on statistical fluctuations, non equilibrium models, chaos and nonlinear interactions, complexity and its various associated measures.The long-standing endeavor of Statistical Mechanics is to establish a mathematical framework which allows to encompass different levels of description of a many-particle system: (i) the microscopic setting, stemming from the Boltzmann-Gibbs statistical ensemble theory [1, 2]; (ii) the mesoscopic scale, typically described in the framework of kinetic theory [3-5], interacting particle systems [6][7][8][9][10][11][12] or even more general stochastic processes [13,14]; (iii) the macroscopic level, which is the standard set-up in contexts such as the derivation of hydrodynamic equations, turbulence [15][16][17], Irreversible Thermodynamics [18], etc. Equilibrium phenomena have been investigated and understood much more thoroughly than non-equilibrium ones. At present, the equilibrium theory may be considered complete, for what concerns the microscopic foundations of equilibrium thermodynamics, including the theory of phase transitions and critical phenomena. On the other hand, in spite of the long-standing research activity, Nonequilibrium Statistical Mechanics is still an open field of research. One of the reasons is that nonequilibrium phenomena are so numerous, diverse and complex that attaining a unified description may still appear as an elusive ambition. In particular, away from equilibrium one cannot bypass the analysis of the microscopic dynamics even in the study of stationary states, that are the simplest beyond equilibrium.Nevertheless, relevant progresses were made in this field in the last decades, cf.[19]. We refer, for instance, to the discovery of the Fluctuation Relations for deterministic and stochastic dynamics [20][21][22]. Much effort was needed, in particular, to identify the minimal mathematical ingredients as well as the physical mechanisms lying beneath the validity of such relations [23][24][25]. Another result, whose mathematical theory was originally dug out in the sixties of the last century [26,27] and was then gradually a