Molecular dynamics (MD) simulations are a powerful tool for detailed studies of altered properties of liquids in confinement, in particular, of changed structures and dynamics. They allow, on one hand, for perfect control and systematic variation of the geometries and interactions inherent in confinement situations and, on the other hand, for type-selective and position-resolved analyses of a huge variety of structural and dynamical parameters. Here, we review MD simulation studies on various types of liquids and confinements. The main focus is confined aqueous systems, but also ionic liquids and polymer and silica melts are discussed. Results for confinements featuring different interactions, sizes, shapes, and rigidity will be presented. Special attention will be given to situations in which the confined liquid and the confining matrix consist of the same type of particles and, hence, disparate liquid-matrix interactions are absent. Findings for the magnitude and the range of wall effects on molecular positions and orientations and on molecular dynamics, including vibrational motion and structural relaxation, are reviewed. Moreover, their dependence on the parameters of the confinement and their relevance to theoretical approaches to the glass transition are addressed.