We elucidate the role of magnon interaction and spontaneous decays in the spin dynamics of the triangular-lattice Heisenberg antiferromagnet by calculating its dynamical structure factor within the spin-wave theory. Explicit theoretical results for neutron-scattering intensity are provided for spins S=1/2 and S=3/2. The dynamical structure factor exhibits unconventional features such as quasiparticle peaks broadened by decays, non-Lorentzian lineshapes, and significant spectral weight redistribution to the two-magnon continuum. This rich excitation spectrum illustrates the complexity of the triangular-lattice antiferromagnet and provides distinctive qualitative and quantitative fingerprints for experimental observation of decay-induced magnon dynamics. © 2013 American Physical Society.