We demonstrate that the multicanonical approach is not restricted to Monte Carlo simulations, but can also be applied to simulation techniques such as the molecular dynamics, Langevin and hybrid Monte Carlo algorithms. The effectiveness of the methods is tested with an energy function for the protein folding problem. Simulations in the multicanonical ensemble by the three methods are performed for a penta peptide, Met-enkephalin. For each algorithm, it is shown that from only one simulation run one cannot only find the global minimum energy conformation but also obtain probability distributions in the canonical ensemble at any temperature, which allows the calculation of any thermodynamic quantity as a function of temperature.