The dynamic behavior of hydropower plants participating in primary frequency control is investigated in this paper through frequency response, step response, and setpoint change tests on three Swedish hydropower plants. Gray-box system identification is used to estimate the parameters of simple linear models suitable for power system analysis and the major shortcomings of the linear models are discussed. It is found that frequency response tests with sinusoidal input signals give more reliable information about the dynamics of the plants than step response tests. It is also shown that backlash in the runner and guide vane regulating mechanisms are of great importance for the dynamic behavior of the plants, and that the incremental gain from guide vane opening to power varies considerably with the operation point.