We report on two recent z~4 gamma-ray bursts (GRBs), GRB 060206 and GRB 060210, for which we have obtained well-sampled optical light curves. Our data, combined with early optical data reported in the literature, shows unusual behavior for both afterglows. In R-band GRB 060206 (z=4.045) experienced a slow early decay, followed by a rapid increase in brightness by factor ~2.5 about 1 hour after the burst. Its afterglow then faded in a broken power-law fashion, with a smooth break at t_b=0.6 days, but with additional, less dramatic (~10%) ``bumps and wiggles, well detected in the densely sampled light curve. The R-band afterglow of GRB 060210 (z=3.91) is also unusual: the light curves was more or less flat between 60 and 300 sec after the burst, followed by ~70% increase at ~600 sec after the burst, after which the light curve declined as a t^{-1.3} power-law. Despite earlier reports to the contrary, we find that for GRB 060206 X-rays also more or less follow the optical decay, but with significant variations on short timescales. However, the X-ray afterglow is contaminated by a nearby, variable source, which especially at late times obscures the behavior of the X-ray afterglow. We argue that ``anomalous optical afterglows are likely to be the norm, and that the rapid variations often seen in Swift-XRT data would also be seen in the optical light curves, given good enough sampling. As a result, some of the often employed procedures, such as deriving the jet opening angle using a smooth broken power-law fit to the optical light curves, in many cases might have a poor statistical significance. We argue that the early increase in brighness for both bursts might be due to the turn-on of the external shock. Existence of such features could provide valuable additional information about the burst. (Abridged)
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