  In this paper, we present a general framework for solving stochastic
functional differential equations in infinite dimensions in the sense of
martingale solutions, which can be applied to a large class of SPDE with finite
delays, e.g. $d$-dimensional stochastic fractional Navier-Stokes equations with
delays, $d$-dimensional stochastic reaction-diffusion equations with delays,
$d$-dimensional stochastic porous media equations with delays. Moreover, under
local monotonicity conditions for the nonlinear term we obtain the existence
and uniqueness of strong solutions to SPDE with delays.
