"Nonlinear dynamical systems that satisfy hypothesis such as ergodicity and exponentially quick mixing are well known to be adequately studied in terms of the Boltzmann-Gibbs entropy and its corresponding statistical mechanics. These simplifying hypothesis are however NOT satisfied in vast classes of systems such as the so called ""complex systems"", ubiquitously emerging in physics, mathematics, economics, linguistics, chemistry, astrophysics, geophysics, biology, computer networks, engineering and elsewhere. A nonextensive entropy (characterized by an entropic index q, which reproduces the Boltzmann-Gibbs expression for q = 1) and its corresponding statistical mechanics provide an answer for at least part of such anomalous systems. A brief introduction will be given to the subject, followed by a survey on its dynamical foundations, which enable in particular the calculation, from first principles, of the index q associated with specific systems. Recent bibliography: ""Nonextensive Entropy - Interdisciplinary Applications"", M. Gell-Mann and C. Tsallis, eds. (Oxford University Press, New York, 2004) Full bibliography"