Understanding the dynamical transformation of neural activity to behavior requires new capabilities to nonlinearly model, dissociate and prioritize behaviorally relevant neural dynamics and test hypotheses about the origin of nonlinearity. We present dissociative prioritized analysis of dynamics (DPAD), a nonlinear dynamical modeling approach that enables these capabilities with a multisection neural network architecture and training approach. Analyzing cortical spiking and local field potential activity across four movement tasks, we demonstrate five use-cases. DPAD enabled more accurate neural–behavioral prediction. It identified nonlinear dynamical transformations of local field potentials that were more behavior predictive than traditional power features. Further, DPAD achieved behavior-predictive nonlinear neural dimensionality reduction. It enabled hypothesis testing regarding nonlinearities in neural–behavioral transformation, revealing that, in our datasets, nonlinearities could largely be isolated to the mapping from latent cortical dynamics to behavior. Finally, DPAD extended across continuous, intermittently sampled and categorical behaviors. DPAD provides a powerful tool for nonlinear dynamical modeling and investigation of neural–behavioral data.