Semiconductor superlattices are periodic nanostructures consisting of epitaxially grown quantum wells and barriers. For thick barriers, the quantum wells are weakly coupled and the main transport mechanism is a sequential resonant tunneling of electrons between wells. We review quantum transport in these materials, and the rate equations for electron densities, currents, and the self-consistent electric potential or field. Depending on superlattice configuration, doping density, temperature, voltage bias, and other parameters, superlattices behave as excitable systems, and can respond to abrupt dc bias changes by large transients involving charge density waves before arriving at a stable stationary state. For other parameters, the superlattices may have self-sustained oscillations of the current through them. These oscillations are due to repeated triggering and recycling of charge density waves, and can be periodic in time, quasiperiodic, and chaotic. Modifying the superlattice configuration, it is possible to attain robust chaos due to wave dynamics. External noise of appropriate strength can generate time-periodic current oscillations when the superlattice is in a stable stationary state without noise, which is called the coherence resonance. In turn, these oscillations can resonate with a periodic signal in the presence of sufficient noise, thereby displaying a stochastic resonance. These properties can be exploited to design and build many devices. Here, we describe detectors of weak signals by using coherence and stochastic resonance and fast generators of true random sequences useful for safe communications and storage.