The quality of momentum space electron densities obtained from a large array of density functionals is investigated through careful numerical comparison with the density obtained using reference CCSD calculations. Using a test set of 68 closed-shell molecules in their ground state and 77 different computational methods, including coupled cluster, MP2 perturbation theory, Hartree-Fock, and a total of 74 DFT functionals, including long-range corrected functionals, we confirm that DFT momentum densities generally show poorer agreement with the reference than MP2 densities. The performance of DFT functionals varies significantly with only 8 DFT functionals outperforming Hartree-Fock with respect to electron momentum densities and their spherically averaged counterparts.