This paper presents a review of results on nonlocal problems, functional-differential equations, and their applications, obtained during several last years. The following research areas are covered: the Kato square root problem for functional-differential operators, Vlasov equations and their applications to the modelling of high-temperature plasma, specific properties of differential-difference equations with incommensurable translations, degenerate functional-differential equations and their applications, functional-differential equations with contractions and extensions of independent variables, and operational methods for parabolic and elliptic functional-differential equations.