Not HDR, but I used Color Efex Pro 4's Detail Extractor filter in each of them. Initially I used it in the mother/sister & child photos because the seemed flat, they lacked details in the wet cloths and the rain itself was difficult to see. To the Detail Extractor I added their Color Contrast filter, which is a hue-based contrast control that can produce interesting results when you have two strong colors like you see here with the pinks and blue). I liked the look I got and used it on the rest of them for a consistent look, altering only the hue and amount of color contrast. With the top photo I really liked the subject but it didn't react to the same filter scheme, so I removed the color contrast and started filter browsing. I got a very interesting effect with an Infrared Filter in B&W mode. But when I added one more filter to the stack it added back the color, quite unexpectedly. Wasn't sure why, but liked the results.
The Detail Extractor gives a very HDR-structure quality to images, and looking back at some that I've used it on I've had to think twice about whether or not it was HDR or not. With moving subjects like this HDR is extremely difficult, though HDR Efex Pro does a pretty darn good job with ghost removal.