Vehicle trajectory data derived from automatic vehicle location (AVL) and automatic vehicle identification (AVI) systems provide critical support for intelligent transportation systems. However, the field-obtained vehicle trajectories are usually incomplete due to sensor malfunction or communication issues. To recover the incomplete data, the existing reconstruction methods have to impose strong assumptions on driver route choice behaviors (network level) and/or traffic dynamics (link level). With the tremendous data available, leveraging data-driven approaches to address the vehicle trajectory reconstruction problem with minimal assumptions is promising. This paper proposes a general dynamic sequential learning framework to reconstruct vehicle trajectory points for both AVL and AVI data. First, an Isolation Forest based ensemble learning model is developed to extract trajectory sequences attributed to different trips in an entire trip chain of a vehicle. Second, the dynamic recurrent neural network (dynamic RNN) is tailored to learn the underlying patterns from the complete AVL and AVI trajectories, respectively. Third, a sequential prediction scheme is customized to reconstruct AVL and AVI trajectories based on the trained networks. To validate the proposed method, two experiments are conducted. One is a simulation experiment with AVL data gathered from a well-calibrated simulation model. The other is a field experiment with AVI data collected from a real-world automatic license plate recognition (ALPR) system. The results show that the proposed method achieves superior performance for both AVL and AVI data compared with the traditional methods. The impacts of different sampling rates and traffic conditions on the model performance are also discussed.