An analysis is made of the results obtained in investigations of dense media by the molecular dynamics method. This method is based on mathematical simulation of the motion of a sufficiently large number of particles with a given interparticle interaction law. The attention is concentrated on new physical ideas about the nature of simple liquids and dense gases which have made their first appearance, have been derived, or confirmed in studies carried out by the molecular dynamics method. The principal laws of particle motion and their influence on the form of the temporal velocity correlation function are considered. Spatial and temporal correlations appearing in dense systems are studied and their role in the propagation of longitudinal and shear waves is discussed. An analysis is made of the results of molecular dynamics investigations of thermodynamic and transport properties of simple liquids and dense gases. The dynamics of a light classical particle in a dense medium of disordered heavy scatterers is discussed. Consideration is given to the close relationship between the behavior of the temporal velocity correlation function of a particle, its spatial velocity correlation function, and ``percolation'' in a random field of heavy scatterers.