Get all months and years between two datetime

If your actual requirement is "the previous 24 months" then it's much simpler. Just start off with the current month, and get the 1st day of it - then iterate and add 1 month 24 times.

Personally I'd return an IEnumerable<DateTime> rather than anything else - you can format each element however you want - but it's pretty simple:

public static IEnumerable<DateTime> GetMonths(int count)
{
    // Note: this uses the system local time zone. Are you sure that's what
    // you want?
    var today = DateTime.Today;
    // Always return the 1st of the month, so we don't need to worry about
    // what "March 30th - 1 month" means
    var startOfMonth = new DateTime(today.Year, today.Month, 1);
    for (int i = 0; i < count; i++)
    {
        yield return startOfMonth;
        startOfMonth = startOfMonth.AddMonths(-1);
    }
}

Then if you want a List<string> of these values as "February 2014" etc for example, you could have:

var monthYears = GetMonths(24).Select(dt => dt.ToString("MMMM yyyy"))
                              .ToList();

Note that a Dictionary<...> would not be appropriate unless you really don't care about the order - and I suspect you do. You shouldn't rely on the order in which items are returned from a Dictionary<TKey, TValue> when you view it as a sequence - it's not intended to be an ordered collection.