In liquids, the timescales for structure, diffusion, and phonon are all similar, of the order of a pico-second. This not only makes characterization of liquid dynamics difficult but also renders it highly questionable to describe liquids in these terms. In particular, the current definition of the structure of liquids by the instantaneous structure may need to be expanded because the liquid structure is inherently dynamic. Here, we advocate describing the liquid structure through the distinct-part of the Van Hove function, which can be determined by inelastic neutron and x-ray scattering measurements as well as by simulation. It depicts the dynamic correlation between atoms in space and time, starting with the instantaneous correlation function at t = 0. The observed Van Hove functions show that the atomic dynamics is strongly correlated in some liquids, such as water. The effect of atomic correlation on various transport properties of fluid, including viscosity and diffusivity, is discussed.