Self-consistent-field (SCF) approximations formulated using Hartree-Fock (HF) or Kohn-Sham density-functional theory (KS-DFT) have the potential to yield multiple solutions. However, the formal relationship between multiple solutions identified using HF or KS-DFT remains generally unknown. We investigate the connection between multiple SCF solutions for HF or KS-DFT by introducing a parameterized functional that scales between the two representations. Using the hydrogen molecule and a model of electron transfer, we continuously map multiple solutions from the HF potential to a KS-DFT description. We discover that multiple solutions can coalesce and vanish as the functional changes, forming a direct analogy with the disappearance of real HF solutions along a change in molecular structure. To overcome this disappearance of solutions, we develop a complex-analytic extension of DFT-the "holomorphic DFT" approach-that allows every SCF stationary state to be analytically continued across all molecular structures and exchange-correlation functionals.