Black holes in anti-de Sitter (AdS) backgrounds play a pivotal role in the gauge/gravity duality where they determine, among other things, the approach to equilibrium of the dual field theory. We undertake a detailed analysis of perturbed Kerr-AdS black holes in four- and five-dimensional spacetimes, including the computation of its quasi-normal modes, hydrodynamic modes and superradiantly unstable modes. Our results shed light on the possibility of new black hole phases with a single Killing field, possible new holographic phenomena and phases in the presence of a rotating chemical potential, and close a crucial gap in our understanding of linearized perturbations of black holes in anti-de Sitter scenarios.