The purpose of this paper is to review and to extend, wherever possible, the Kramers-Kronig relations, sum rules, and symmetry properties for the electrodynamic transport tensors of a linear plasma medium. For complete generality, we consider both nonrelativistic and relativistic plasmas with and without external magnetic fields. Our study is carried out first within the framework of classical electrodynamics. We then exploit the statistical-mechanical fluctuation-dissipation theorem to further obtain the Onsager symmetry relations and Kubo sum-rule frequency moments. Of special significance is the emergence of a variety of new Kramers-Kronig formulae andf-sum rules for the inverse dispersion tensor.