  Density functional theory (DFT) has greatly expanded our ability to
affordably compute and understand electronic ground states, by replacing
intractable {\em ab initio} calculations by models based on paradigmatic
physics from high- and low-density limits. But, a comparable treatment of
excited states lags behind. Here, we solve this outstanding problem by
employing a generalization of density functional theory to ensemble states
(EDFT). We thus address important paradigmatic cases of all electronic systems
in strongly (low-density) and weakly (high-density) correlated regimes. We show
that the high-density limit connects to recent, exactly-solvable EDFT results.
The low-density limit reveals an unnoticed and most unexpected result --
density functionals for strictly correlated {\em ground} states can be reused
{\em directly} for excited states. Non-trivial dependence on excitation
structure only shows up at third leading order. Overall, our results provide
foundations for effective models of excited states that interpolate between
exact low- and high-density limits, which we illustrate on the cases of
singlet-singlet excitations in H$_2$ and a ring of quantum wells.
