Topological insulators (TIs), with unique bulk insulating and two-dimensional surface conducting states, show great promise of future optospintronics and spintronics applications, where a complete knowledge of the charge and spin dynamics is quite essential. Thus, the non-equilibrium properties inside TIs have attracted enormous attention. Here in this paper, we review the latest achievements in this field. The focus will be mainly on the experimental study, covering the ultrafast dynamical properties of charge, phonon, and spin. We hope that this review can stimulate further studies, especially theoretical research concerning the properties of topological insulators out of thermodynamic equilibrium.