On some integrals over the U(N) unitary group and their large N limit

The integral over the U(N) unitary group $I=\int DU \exp\Tr A U B U^\dagger$ is reexamined. Various approaches and extensions are first reviewed. The second half of the paper deals with more recent developments: relation with integrable Toda lattice hierarchy, diagrammatic expansion and combinatorics, and on what they teach us on the large $N$ limit of $\log I$.