We consider static conductivity and cyclotron resonance in a two-dimensional electron fluid and Wigner crystal. The theory is nonperturbative in the electron-electron interaction. It is formulated in terms of a Coulomb force that drives an electron due to thermal fluctuations of electron density. This force is used to describe the effect of electron-electron interaction on short-wavelength electron scattering by defects, phonons, and ripplons, and thus on electron transport. In a broad parameter range the force is uniform over the electron wavelength, and therefore the motion of an electron in the field of other electrons is semiclassical. In this range we derive the many-electron quantum transport equation and develop techniques for solving it. We find the static conductivity σ. Many-electron effects may ``restore'' Drude-type behavior of σ in the range from zero to moderate classically strong magnetic fields B, whereas in quantizing fields σ increases with B, i.e., the conductivity is a nonmonotonous function of B. Many-electron effects give rise also to a substantial narrowing of the cyclotron resonance absorption peak compared to what follows from the single-electron theory. The shape of the peak is found for both fast and slow rate of interelectron momentum exchange as compared with the relaxation rate. We apply the results to electrons on helium and explain why different types of B dependence of σ are observed.