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Google is not charging for clicks on these yet, which is good since it is not possible to find anything about them in the AdWords interface.
Even though extra real estate and free clicks are typically welcome, it may make sense to opt out of this if you have location-specific or orphan landing pages.
The above ad came up for us with a franchise-based account; we were trying to determine why the center name in the dynamic sitelink shown above (Cerritos is in California) did not match up with the location extension belonging to the ad (Surrey, British Columbia). Basically, dynamic sitelinks may be taken from any landing page with the same domain as your ads that Google deems relevant (in this case, not).
If you’d like to opt out, all you have to do is submit this form to Google. They’ll do the rest. The lesson: enjoy the free real estate, but do some QA to make sure it’s actually working in your favor.