We present a novel AI approach for high-resolution high-dynamic range synthesis imaging by radio interferometry (RI) in astronomy. R2D2, standing for "{R}esidual-to-{R}esidual {D}NN series for high-{D}ynamic range imaging", is a model-based data-driven approach relying on hybrid deep neural networks (DNNs) and data-consistency updates. Its reconstruction is built as a series of residual images estimated as the outputs of DNNs, each taking the residual dirty image of the previous iteration as an input. The approach can be interpreted as a learned version of a matching pursuit approach, whereby model components are iteratively identified from residual dirty images, and of which CLEAN is a well-known example. We propose two variants of the R2D2 model, built upon two distinctive DNN architectures: a standard U-Net, and a novel unrolled architecture. We demonstrate their use for monochromatic intensity imaging on highly-sensitive observations of the radio galaxy Cygnus~A at S band, from the Very Large Array (VLA). R2D2 is validated against CLEAN and the recent RI algorithms AIRI and uSARA, which respectively inject a learned implicit regularization and an advanced handcrafted sparsity-based regularization into the RI data. With only few terms in its series, the R2D2 model is able to deliver high-precision imaging, significantly superior to CLEAN and matching the precision of AIRI and uSARA. In terms of computational efficiency, R2D2 runs at a fraction of the cost of AIRI and uSARA, and is also faster than CLEAN, opening the door to real-time precision imaging in RI.