In Randall-Sundrum-type brane-world cosmologies, the dynamical equations on
the three-brane differ from the general relativity equations by terms that
carry the effects of embedding and of the free gravitational field in the
five-dimensional bulk. Instead of starting from an ansatz for the metric, w
e derive the covariant nonlinear dynamical equations for the gravitational
and matter fields on the brane, and then linearize to find the perturbation
equations on the brane. The local energy-momentum corrections are signific
ant only at very high energies. The imprint on the brane of the nonlocal gr
avitational field in the bulk is more subtle, and we provide a careful deco
mposition of this effect into nonlocal energy density, flux and anisotropic
stress. The nonlocal energy density determines the tidal acceleration in t
he off-brane direction, and can oppose singularity formation via the genera
lized Raychaudhuri equation. Unlike the nonlocal energy density and flux, t
he nonlocal anisotropic stress is not determined by an evolution equation o
n the brane, reflecting the fact that brane observers cannot in general mak
e predictions from initial data. In particular, isotropy of the cosmic micr
owave background may no longer guarantee a Friedmann geometry. Adiabatic de
nsity perturbations are coupled to perturbations in the nonlocal bulk field
, and in general the system is not closed on the brane. But on super Hubble
scales, density perturbations satisfy a decoupled third-order equation, an
d can be evaluated by brane observers. Tensor perturbations on the brane ar
e suppressed by local bulk effects during inflation, while nonlocal effects
can serve as a source or a sink. Vorticity on the brane decays as in gener
al relativity, but nonlocal bulk effects can source the gravito-magnetic fi
eld, so that vector perturbations can be generated in the absence of vortic
ity.