The Cahn--Hilliard equation is one of the most common models to describe phase segregation processes in binary mixtures. In recent times, various dynamic boundary conditions have been introduced to model interactions of the materials with the boundary more precisely. To take long-range interactions of the materials into account, we propose a new model consisting of a nonlocal Cahn--Hilliard equation subject to a nonlocal dynamic boundary condition that is also of Cahn--Hilliard type and contains an additional boundary penalization term. We rigorously derive our model as the gradient flow of a nonlocal total free energy with respect to a suitable inner product of order $H^{-1}$ which contains both bulk and surface contributions. The total free energy is considered as nonlocal since it comprises convolutions in the bulk and on the surface of the phase-field variables with certain interaction kernels. The main difficulties arise from defining a suitable kernel on the surface and from handling the resulting boundary convolution. In the main model, the chemical potentials in the bulk and on the surface are coupled by a Robin type boundary condition depending on a specific relaxation parameter related to the rate of chemical reactions. We prove weak and strong well-posedness of this system, and we investigate the singular limits attained when the relaxation parameter tends to zero or infinity. By this approach, we also obtain weak and strong well-posedness of the corresponding limit systems.