The recent experimental realization of dipolar Fermi gases near or below quantum degeneracy provides an opportunity to engineer Hubbard-like models with long-range interactions. Motivated by these experiments, we chart out the theoretical phase diagram of interacting dipolar fermions on the square lattice at zero temperature and half filling. We show that, in addition to p-wave superfluid and charge density wave order, two new and exotic types of bond order emerge generically in dipolar fermion systems. These phases feature homogeneous density but periodic modulations of the kinetic hopping energy between nearest or next-nearest neighbors. Similar, but manifestly different, phases of two-dimensional correlated electrons have previously only been hypothesized and termed "density waves of nonzero angular momentum. Our results suggest that these phases can be constructed flexibly with dipolar fermions, using currently available experimental techniques.