New aspects of turbulence are uncovered if one considers flow motion from the perspective of a fluid particle (known as the Lagrangian approach) rather than in terms of a velocity field (the Eulerian viewpoint). Using a new experimental technique, based on the scattering of ultrasounds, we have obtained a direct measurement of particle velocities, resolved at all scales, in a fully turbulent flow. It enables us to approach intermittency in turbulence from a dynamical point of view and to analyze the Lagrangian velocity fluctuations in the framework of random walks. We find experimentally that the elementary steps in the walk have random uncorrelated directions but a magnitude that is extremely long-range correlated in time. Theoretically, we study a Langevin equation that incorporates these features and we show that the resulting dynamics accounts for the observed one- and two-point statistical properties of the Lagrangian velocity fluctuations. Our approach connects the intermittent statistical nature of turbulence to the dynamics of the flow.