Intermittent turbulence is key for understanding the stochastic nonlinear dynamics of space, astrophysical, and laboratory plasmas. We review the observation and theory of chaos and complexity in plasmas, and elucidate their links to intermittent plasma turbulence. First, we present evidence of magnetic reconnection and intermittent magnetic turbulence in coronal mass ejections in the solar corona and solar wind via remote and in situ observations. The signatures of turbulent magnetic reconnection, i.e., bifurcated current sheet, reconnecting jet, parallel/anti-parallel Alfvén waves, and spiky dynamical pressure pulse, as well as fully-developed Kolmogorov intermittent turbulence, are detected at the leading edge of an interplanetary coronal mass ejection and the interface region of two interplanetary magnetic flux ropes. Methods for quantifying the degree of coherence, amplitude-phase synchronization, and multifractality of nonlinear multiscale fluctuations are discussed. The stochastic chaotic nature of Alfvén intermittent structures driven by magnetic reconnection is determined by a complexity-entropy analysis. Next, we discuss the theory of chaos, intermittency, and complexity for nonlinear Alfvén waves, and parametric decay and modulational wave-wave interactions, in the absence/presence of noise. The transition from order to chaos is studied using the bifurcation diagram. Two types of plasma chaos are considered: type-I Pomeau-Manneville intermittency and crisis-induced intermittency. The role of transient structures known as chaotic saddles in deterministic and stochastic chaos in plasmas is investigated. Alfvén complexity associated with noise-induced intermittency, in the presence of multistability, is studied. Finally, we discuss the relation of chaos, complexity, and intermittent turbulence in space plasmas to similar phenomena observed in astrophysical and laboratory plasmas, e.g., coronal mass ejections and flares in the stellar-exoplanetary environment and Galactic Center, as well as chaos, magnetic reconnection, and intermittent turbulence in laser-plasma and nuclear fusion experiments.