The fact that semiconductor lasers subject to external optical feedback are extremely prone to low-frequency instabilities has been known for more than two decades. However, the rich variety of low-frequency intensity fluctuations, ranging from purely stochastic phenomena to examples of deterministic chaos, is not generally appreciated. Here we describe a few examples of this variety: undamped relaxation oscillations (self-pulsing), coherence collapse, staircase fluctuations and the onset of mode beating noise, self-pulsations, subharmonic cascades and chaos. Apart from their significance to the fundamental science of nonlinear dynamics, these phenomena are important because of the widespread application of diode lasers to optical communication and data storage.