In this work we consider Randall-Sundrum brane-world type scenarios, in which the spacetime is described by a five-dimensional manifold with matter fields confined in a domain wall or three-brane. We present the results of a systematic analysis, using dynamical systems techniques, of the qualitative behaviour of the Friedmann-Lemaitre-Robertson-Walker and the Bianchi I and V cosmological models in these scenarios. We construct the state spaces for these models and discuss how their structure changes with respect to the general-relativistic case, in particular, what new critical points appear and their nature, the occurrence of bifurcations and the dynamics of anisotropy.

15 pages, Revtex v3.0, 16 postscript files. Minor changes to match the published version