Brain functional connectivity estimation allows us to depict patterns of cerebral activity not understandable otherwise with the standard brain imaging techniques such as functional magnetic resonance imaging (fMRI) as well as electro or magnetoencephalography (hr-EEG, MEG). This special issue of the IEEE Transactions on Biomedical Engineering reports a range of methodological innovations toward the estimation of functional connectivity from brain activity data, with emphasis on neuroelectric and hemodynamic imaging modalities. Functional connectivity methodologies enable "connecting of the dots" derived from brain activity observations over multiple distributed sites, as depicted by such fMRI and hr-EEG/MEG devices.