Nonlinear delay dynamics have found during the last 30 years a particularly prolific exploration area in the field of photonic systems. Besides the popular external cavity laser diode set-ups, we focus in this article on another experimental realization involving electro-optic (EO) feedback loops, with delay. This approach has strongly evolved with the important technological progress made on broadband photonic and optoelectronic devices dedicated to high-speed optical telecommunications. The complex dynamical systems performed by nonlinear delayed EO feedback loop architectures were designed and explored within a huge range of operating parameters. Thanks to the availability of high-performance photonic devices, these EO delay dynamics led also to many successful, efficient and diverse applications, beyond the many fundamental questions raised from the observation of experimental behaviours. Their chaotic motion allowed for a physical layer encryption method to secure optical data, with a demonstrated capability to operate at the typical speed of modern optical telecommunications. Microwave limit cycles generated in similar EO delay oscillators showed significantly improved spectral purity thanks to the use of a very long fibre delay line. Last but not least, a novel brain inspired computational principle has been recently implemented physically in photonics for the first time, again on the basis of an EO delay dynamical system. In this latter emerging application, the computed result is obtained by a proper 'read-out' of the complex nonlinear transients emerging from a fixed point, the transient being issued by the injection of the information signal to be processed.