This paper provides an in-depth study of the fundamental problems of finding small subgraphs in distributed dynamic networks. While some problems are trivially easy to handle, such as detecting a triangle that emerges after an edge insertion, we show that, perhaps somewhat surprisingly, other problems exhibit a wide range of complexities in terms of the trade-offs between their round and bandwidth complexities. In the case of triangles, which are only affected by the topology of the immediate neighborhood, some end results are: \begin{itemize} \item The bandwidth complexity of $1$-round dynamic triangle detection or listing is $Θ(1)$. \item The bandwidth complexity of $1$-round dynamic triangle membership listing is $Θ(1)$ for node/edge deletions, $Θ(n^{1/2})$ for edge insertions, and $Θ(n)$ for node insertions. \item The bandwidth complexity of $1$-round dynamic triangle membership detection is $Θ(1)$ for node/edge deletions, $O(\log n)$ for edge insertions, and $Θ(n)$ for node insertions. \end{itemize} Most of our upper and lower bounds are \emph{tight}. Additionally, we provide almost always tight upper and lower bounds for larger cliques.