The dynamic local field correction (LFC) of the classical one component plasma is studied with molecular dynamics simulations and analytical theory. Simulation results are obtained for a wide range of frequencies and wavenumbers in the strongly coupled regime. The dynamic LFC generally differs significantly from both the zero and high-frequency limits. The latter is attained at increasingly lower frequencies as the coupling grows. In the long wavelength limit, the frequency dependence of the LFC is studied in detail. Pronounced structure is observed in the vicinity of the plasma frequency and its first harmonic. The results provide access to the plasmon dispersion and are used to test the accuracy of various theoretical approaches. In the low-frequency limit, the simulation data are compared with the predictions of hydrodynamics, which connects the LFC with thermodynamic and transport coefficients. While a direct comparison is typically hindered by the finite size of the simulations, good agreement is found at strong coupling for a relation that connects the imaginary part of the LFC with the viscosity.