We give a complete classification of dynamical invariants in 3d and 4d Higher Spin Gravity models, with some comments on arbitrary d. These include holographic correlation functions, interaction vertices, on-shell actions, conserved currents, surface charges, and some others. Surprisingly, there are a good many conserved p-form currents with various p. The last fact, being in tension with ‘no nontrivial conserved currents in quantum gravity’ and similar statements, gives an indication of hidden integrability of the models. Our results rely on a systematic computation of Hochschild, cyclic, and Chevalley-Eilenberg cohomology for the corresponding higher spin algebras. A new invariant in Chern-Simons theory with the Weyl algebra as gauge algebra is also presented.