Organogenesis in the developing mammalian embryo proceeds via an integrated program of cell proliferation and differentiation, organ growth and remodelling, that in part is coordinated by local and systemic endocrine signalling pathways. Nuclear receptor (NR) signalling is utilised in many developing organs and structures to direct developmental processes. NR endocrine hormones important for mammalian lung development include retinoids, acting via the RAR/RXRs, steroids, such as cortisol, acting via Glucocorticoid Receptors (GRs), and thyroid hormones, operating via the TRs. To dissect the specific cellular and mechanistic roles of NR signalling in the developing embryo, we and others have generated and analysed mice with complete and tissue-selective targeted null mutations for specific NRs, such as the RARs and the GR. Global deletion of the GR in the fetal lung causes perinatal death with deficits in lung development. Lung germ-layer specific deletion of the GR shows that this phenotype arises from specific signalling actions in lung mesenchymal fibroblasts. Whole tissue, germ layer, and mesenchymal cell RNAseq analysis of GR-targeted mouse models has profiled an array of specific GR-regulated gene targets and cellular pathways activated by these steroids during lung development. These include mesenchymal regulation of ECM genes such as versican, tropoelastin, and fibrillin 2, and epithelial cell regulation of surfactant metabolism, cell differentiation pathways and growth factors. Defining these pathways has also allowed the analysis of selective synthetic partial GR agonists that may have benefit in the better treatment of lung immaturity and dysfunction in preterm human infants.