Much of the literature on measure theory in linear spaces focuses on the case of *normed* linear spaces (e.g., the outstanding book by Vakhania, or its sequel). However, nuclear linear spaces "as far from being normed as possible" [nLab], and I haven't been able to find a reference in this setting.

Is there a good reference on measure theory in nuclear spaces?

Gaussian Measures, much of which works in the context of possibly nuclear spaces. Bogachev writes extensive bibliographies, so perhaps you will find something there which discusses measure theory in linear spaces more generally. $\endgroup$ – Nate Eldredge Nov 15 '13 at 18:42