Epidemic processes are common out-of-equilibrium phenomena of broad interdisciplinary interest. Recently, dynamic message-passing (DMP) has been proposed as an efficient algorithm for simulating epidemic models on networks, and in particular for estimating the probability that a given node will become infectious at a particular time. To date, DMP has been applied exclusively to models with one-way state changes, as opposed to models like SIS (susceptible-infectious-susceptible) and SIRS (susceptible-infectious-recovered-susceptible) where nodes can return to previously inhabited states. Because many real-world epidemics can exhibit such recurrent dynamics, we propose a DMP algorithm for complex, recurrent epidemic models on networks. Our approach takes correlations between neighboring nodes into account while preventing causal signals from backtracking to their immediate source, and thus avoids "echo chamber effects" where a pair of adjacent nodes each amplify the probability that the other is infectious. We demonstrate that this approach well approximates results obtained from Monte Carlo simulation and that its accuracy is often superior to the pair approximation (which also takes second-order correlations into account). Moreover, our approach is more computationally efficient than the pair approximation, especially for complex epidemic models: the number of variables in our DMP approach grows as $2mk$ where $m$ is the number of edges and $k$ is the number of states, as opposed to $mk^2$ for the pair approximation. We suspect that the resulting reduction in computational effort, as well as the conceptual simplicity of DMP, will make it a useful tool in epidemic modeling, especially for inference tasks where there is a large parameter space to explore.