Dynamic impact analysis is a fundamental technique for understanding the impact of specific program entities, or changes to them, on the rest of the program for concrete executions. However, existing techniques are either inapplicable or of very limited utility for distributed programs running in multiple concurrent processes. This paper presents DISTEA, a technique and tool for dynamic impact analysis of distributed systems. By partially ordering distributed method-execution events and inferring causality from the ordered events, DISTEA can predict impacts propagated both within and across process boundaries. We implemented DISTEA for Java and applied it to four distributed programs of various types and sizes, including two enterprise systems. We also evaluated the precision and practical usefulness of DISTEA, and demonstrated its application in program comprehension, through two case studies. The results show that DISTEA is highly scalable, more effective than existing alternatives, and instrumental to understanding distributed systems and their executions.