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We report on the discovery of strongly variable FeII and MgII absorption lines seen at z=1.48 in the spectra of the z=4.05 GRB 060206 obtained between 4.13 to 7.63 hours (observer frame) after the burst. In particular, the FeII line equivalent width (EW) decayed rapidly from 1.72+-0.25 AA to 0.28+-0.21 AA, only to increase to 0.96+-0.21 AA in a later date spectrum. The MgII doublet shows even more complicated evolution: the weaker line of the doublet drops from 2.05+-0.25 AA to 0.92+-0.32 AA, but then more than doubles to 2.47+-0.41 AA in later data. The ratio of the EWs for the MgII doublet is also variable, being closer to 1:1 (saturated regime) when the lines are stronger and becoming closer to 2:1 (unsaturated regime) when the lines are weaker, consistent with expectations based on atomic physics. We have investigated and rejected the possibility of any instrumental or atmospheric effects causing the observed strong variations. Our discovery of clearly variable intervening FeII and MgII lines lends very strong support to their scenario, in which the characteristic size of intervening patches of MgII ``clouds'' is comparable to the GRB beam size, i.e, about 10^16 cm. We discuss various implications of this discovery, including the nature of the MgII absorbers, the physics of GRBs, and measurements of chemical abundances from GRB and quasar absorption lines., Comment: 14 pages, 3 figures, 1 table; ApJ Letters, accepted

We report on two recent z~4 gamma-ray bursts (GRBs), GRB 060206 and GRB 060210, for which we have obtained well-sampled optical light curves. Our data, combined with early optical data reported in the literature, shows unusual behavior for both afterglows. In R-band GRB 060206 (z=4.045) experienced a slow early decay, followed by a rapid increase in brightness by factor ~2.5 about 1 hour after the burst. Its afterglow then faded in a broken power-law fashion, with a smooth break at t_b=0.6 days, but with additional, less dramatic (~10%) ``bumps and wiggles'', well detected in the densely sampled light curve. The R-band afterglow of GRB 060210 (z=3.91) is also unusual: the light curves was more or less flat between 60 and 300 sec after the burst, followed by ~70% increase at ~600 sec after the burst, after which the light curve declined as a t^{-1.3} power-law. Despite earlier reports to the contrary, we find that for GRB 060206 X-rays also more or less follow the optical decay, but with significant variations on short timescales. However, the X-ray afterglow is contaminated by a nearby, variable source, which especially at late times obscures the behavior of the X-ray afterglow. We argue that ``anomalous'' optical afterglows are likely to be the norm, and that the rapid variations often seen in Swift-XRT data would also be seen in the optical light curves, given good enough sampling. As a result, some of the often employed procedures, such as deriving the jet opening angle using a smooth broken power-law fit to the optical light curves, in many cases might have a poor statistical significance. We argue that the early increase in brighness for both bursts might be due to the turn-on of the external shock. Existence of such features could provide valuable additional information about the burst. (Abridged), Comment: ApJ Letters, in press, 17 pages, 4 figures, 2 photometry tables, full XRT light curves discussed