Correspondence pruning aims to correctly remove false matches (outliers) from an initial set of putative correspondences. The pruning process is challenging since putative matches are typically extremely unbalanced, largely dominated by outliers, and the random distribution of such outliers further complicates the learning process for learning-based methods. To address this issue, we propose to progressively prune the correspondences via a local-to-global consensus learning procedure. We introduce a "pruning" block that lets us identify reliable candidates among the initial matches according to consensus scores estimated using local-to-global dynamic graphs. We then achieve progressive pruning by stacking multiple pruning blocks sequentially. Our method outperforms state-of-the-arts on robust line fitting, camera pose estimation and retrieval-based image localization benchmarks by significant margins and shows promising generalization ability to different datasets and detector/descriptor combinations.