On-the-fly, ab initio classical molecular dynamics are demonstrated with an underlying dual basis set potential energy surface. Dual-basis self-consistent field (Hartree-Fock and density functional theory) and resolution-of-the-identity second-order Moller-Plesset perturbation theory (RI-MP2) dynamics are tested for small systems, including the water dimer. The resulting dynamics are shown to be faithful representations of their single-basis analogues for individual trajectories, as well as vibrational spectra. Computational cost savings of 58% are demonstrated for SCF methods, even relative to Fock-extrapolated dynamics, and savings are further increased to 71% with RI-MP2. Notably, these timings outperform an idealized estimate of extended-Lagrangian molecular dynamics. The method is subsequently demonstrated on the vibrational absorption spectrum of two NO+(H2O)(3) isomers and is shown to recover the significant width of the shared-proton bands observed experimentally.