Self-consistent mean-field models for nuclear structure , M. Bender, P.H. Heenen, and P.G. Reinhard, Rev. Mod. Phys. 75, 121 (2003). Review article by three nuclear DFT practitioners focusing on applications of non-relativistic Skyrme EDFs (with some discussion of relativistic functionals) to nuclear structure.

Toward ab initio density functional theory for nuclei, J. Drut, R.J. Furnstahl, and L. Platter, Prog. Part. Nucl. Phys. 64, 1 (2010). Pedagogical review focusing on ab-initio approaches to DFT (orbital-dependent functionals, density matrix expansion, etc.)

A primer in density functional theory, Fiolhais, Nogueira, and Marques (Editors), Springer Verlag (2003). The first chapter by Perdew and Kurth gives a very nice overview of semi-local (LDA + gradients) functionals in Coulomb systems. The second chapter by Engel gives a nice introduction to the optimized effective potential (OEP) approach where one constructs orbital-dependent functionals using ab-initio many-body theory.

The Nuclear Many-Body Problem, P. Ring and P. Schuck, Springer-Verlag (2000)

Density Functional Theory of Atoms and Molecules, R.G. Parr and W. Yang, Oxford University Press (1989)