We review the theory and algorithms of electrophysiological brain connectivity analysis. This tutorial is aimed at providing an introduction to brain functional connectivity from electrophysiological signals, including electroencephalography (EEG), magnetoencephalography (MEG), electrocorticography (ECoG), stereoelectroencephalography (SEEG). Various connectivity estimators are discussed, and algorithms introduced. Important issues for estimating and mapping brain functional connectivity with electrophysiology are discussed.