Femtosecond transient absorption in the visible and infrared spectral ranges has been applied to study carrier dynamics and mechanisms for resonant optical nonlinearities in CdSe nanocrystals (NCs) with a variety of surface passivations. Sequential filling of the 1S, 1P, and 1D atomic-like electron orbitals, governed by Fermi statistics, is clearly observed in the NC bleaching spectra recorded at progressively higher pump intensities. We observe that electron-hole (e-h) spatial separation strongly affects electron intraband dynamics. Such dependence indicates a nonphonon energy relaxation mechanism involving e-h interactions. A strong difference in electron and hole relaxation behavior in the stage following initial intraband relaxation is observed. In contrast to electron relaxation, which is sensitive to the quality of surface passivation (i.e., is affected by trapping at surface defects), depopulation dynamics of the initially-excited hole states are identical in NCs with different surface properties, suggesting that these dynamics are due to relaxation into intrinsic NC states. In the regime of multiparticle excitation, a quantization of relaxation rates corresponding to different multiple e-h pair states is observed. This effect is explained in terms of quantum-confined Auger recombination.