The structure and function of high density lipoprotein (HDL) particles have intrigued the scientific community for decades because of their crucial preventive role in coronary heart disease. However, it has been a taunting task to reveal the precise molecular structure and dynamics of HDL. Further, because of the complex composition of HDL, understanding the impact of its structure and dynamics on the function of HDL in reverse cholesterol transport has also been a major issue. Recent progress in molecular simulation methodology and computing power has made a difference, as it has enabled essentially atomistic considerations of HDL particles over microsecond time scales, thereby proving substantial added value to experimental research. In this article, we discuss recent highlights concerning the structure and dynamics of HDL particles as revealed by atomistic and coarse-grained molecular dynamics simulations. We present examples which demonstrate how simulations and experiments can be carried out in unison, showing the added value that emerges from this interplay. We also discuss the possibilities that simulations could offer to better understand the complex phenomena associated with HDL, the goal being to understand its function.