Recent advances in relativistic models of nuclear structure are reviewed, particular emphasis is paid for the description of exotic nuclei, including the Relativistic Mean Field (RMF) theory in Coordinate space and expansion in Woods-Saxon basis, density dependent RMF theory and new effective interaction, the Shell-model Like APproach (SLAP) for pairing in RMF theory, the continuum in RMF theory with the Analytic Continuation of Coupling Constant methods, relativistic spin and pseudo-spin symmetry, Relativistic Continuum Hartree-Bogoliubov (RCHB) theory together with its extension for axial symmetric case, the existence of Halos and Giant halo at the neutron drip line in nuclei and hyper-nuclei, new magic number in superheavy nuclei, etc.