We investigate properties of material ejected dynamically in the merger of black hole-neutron star binaries by numerical-relativity simulations. We systematically study the dependence of ejecta properties on the mass ratio of the binary, spin of the black hole, and equation of state of the neutron-star matter. Dynamical mass ejection is driven primarily by tidal torque, and the ejecta is much more anisotropic than that from binary neutron star mergers. In particular, the dynamical ejecta is concentrated around the orbital plane with a half opening angle of 10 degrees-20 degrees and often sweeps out only a half of the plane. The ejecta mass can be as large as similar to 0.1M(circle dot), and the velocity is subrelativistic with similar to 0.2-0.3c for typical cases. The ratio of the ejecta mass to the bound mass (disk and fallback components) is larger, and the ejecta velocity is larger, for larger values of the binary mass ratio, i.e., for larger values of the black-hole mass. The remnant black hole-disk system receives a kick velocity of O(100) km s(-1) due to the ejecta linear momentum, and this easily dominates the kick velocity due to gravitational radiation. Structures of postmerger material, velocity distribution of the dynamical ejecta, fallback rates, and gravitational waves are also investigated. We also discuss the effect of ejecta anisotropy on electromagnetic counterparts, specifically a macronova/kilonova and synchrotron radio emission, developing analytic models.