What are some of the best lenses for DOF like this?

Like this:

and this:
(That work with a Nikon D5000)

Any lens will do DOF work but fine point like you sent requires a large aperture, in the 1.8 area and so on. The Nikon 50mm would probably handle that. I know my Canon 50 f/1.8 does a pretty good job but I'd suggest these were taken with a much higher quality of lens than a $150 consumer level job.

Http://www.nikonusa.com/Nikon-Products/Product/Camera-Lenses/2183/AF-S-DX-NIKKOR-35mm-f%252F1.8G.html
and
http://www.nikonusa.com/...F1.8G.html

are not the best but they are affordable. If you don't look at price then:
http://www.nikonusa.com/...F1.4G.html
http://www.nikonusa.com/...4G-ED.html
http://www.nikonusa.com/...F1.4G.html
would be at the top of my list

For depth of field that narrow you need a macro lens (Nikon calls them micro lenses).

Hondo is correct. These were definitely taken with macro lenses. DSLR lenses for general use will not focus this close. They were probably shot at a wide aperture, which on this lenses is likely to be f2.8 on a 105mm or f4 on a 200mm. Depth of field tends to be shallow at these close distances, even at the shorter focal lengths. However, the compressed perspective tells me that a pretty long focal length lens was used. Probably at least 105mm, and maybe more.

The second image used a Canon 100mm f/2.8 macro lens shot at f/2.8. That's close to a $1000 lens.

Macro f/2.8