Many out-of-equilibrium systems display collective transitions in the behavior of particles akin to phase transitions. The field of nonequilibrium statistical mechanics seeks to develop new theories and methods to characterize these phenomena. In this thesis, we advance this aim by presenting computational studies of two different kinds of nonequilibrium transitions: the compact-to-dendritic (CTD) transition in the deposition of Brownian particles and trajectory phase coexistence (TPC) in stochastic dynamical systems. The CTD transition occurs when Brownian particles (like ions, colloids, or misfolded proteins) deposit from all sides onto a reactive cluster. While the cluster initially maintains a compact morphology, upon reaching a crit...