To what extent, and under which circumstances, are population dynamics influenced by concurrent natural selection? Density dependence and environmental stochasticity are generally expected to subsume any selective modulation of population growth rate, but theoretical considerations point to conditions under which selection can have an appreciable impact on population dynamics. By contrast, empirical research has barely scratched the surface of this fundamental question in population biology. Here, we present a diverse body of mostly empirical evidence that demonstrates how selection can influence population dynamics, including studies of small populations, metapopulations, cyclical populations and host-pathogen interactions. We also discuss the utility, in this context, of inferences from molecular genetic data, placing them within the broader framework of quantitative genetics and life-history evolution.