Understanding everyday behavior relies heavily upon understanding our ability to improvise, how we are able to continuously anticipate and adapt in order to coordinate with our environment and others. Here we consider the ability of musicians to improvise, where they must spontaneously coordinate their actions with co-performers in order to produce novel musical expressions. Investigations of this behavior have traditionally focused on describing the organization of cognitive structures. The focus, here, however, is on the ability of the time-evolving patterns of inter-musician movement coordination as revealed by the mathematical tools of complex dynamical systems to provide a new understanding of what potentiates the novelty of spontaneous musical action. We demonstrate this approach through the application of cross wavelet spectral analysis, which isolates the strength and patterning of the behavioral coordination that occurs between improvising musicians across a range of nested time-scales. Revealing the sophistication of the previously unexplored dynamics of movement coordination between improvising musicians is an important step towards understanding how creative musical expressions emerge from the spontaneous coordination of multiple musical bodies.