Identifying key players in collective dynamics remains a challenge in several research fields, from the efficient dissemination of ideas to drug target discovery in biomedical problems. The difficulty lies at several levels: how to single out the role of individual elements in such intermingled systems, or which is the best way to quantify their importance. Centrality measures describe a nodes importance by its position in a network. The key issue obviated is that the contribution of a node to the collective behavior is not uniquely determined by the structure of the system but it is a result of the interplay between dynamics and network structure. We show that dynamical influence measures explicitly how strongly a nodes dynamical state affects collective behavior. For critical spreading, dynamical influence targets nodes according to their spreading capabilities. For diffusive processes it quantifies how efficiently real systems may be controlled by manipulating a single node.