The paper gives a systematic analysis of singularities of transition processes in dynamical systems. General dynamical systems with dependence on parameter are studied. A system of relaxation times is constructed. Each relaxation time depends on three variables: initial conditions, parameters $k$ of the system and accuracy $\epsilon$ of the relaxation. The singularities of relaxation times as functions of $(x_0,k)$ under fixed $\epsilon$ are studied. The classification of different bifurcations (explosions) of limit sets is performed. The relations between the singularities of relaxation times and bifurcations of limit sets are studied. The peculiarities of dynamics which entail singularities of transition processes without bifurcations are described as well. The analogue of the Smale order for general dynamical systems under perturbations is constructed. It is shown that the perturbations simplify the situation: the interrelations between the singularities of relaxation times and other peculiarities of dynamics for general dynamical system under small perturbations are the same as for the Morse-Smale systems.