We review recent progress on constructing non-equilibrium steady state density operators of boundary driven locally interacting quantum chains, where driving is implemented via Markovian dissipation channels attached to the chain's ends. We discuss explicit solutions in three different classes of quantum chains, specifically, the paradigmatic (anisotropic) Heisenberg spin-1/2 chain, the Fermi-Hubbard chain, and the Lai-Sutherland spin-1 chain, and discuss universal concepts which characterize these solutions, such as matrix product ansatz and a more structured walking graph state ansatz. The central theme is the connection between the matrix product form of nonequilibrium states and the integrability structures of the bulk Hamiltonian, such as the Lax operators and the Yang-Baxter equation. However, there is a remarkable distinction with respect to the conventional quantum inverse scattering method, namely addressing nonequilibrium steady state density operators requires non-unitary irreducible representations of Yang-Baxter algebra which are typically of infinite dimensionality. Such constructions result in non-Hermitian, and often also non-diagonalisable families of commuting transfer operators which in turn result in novel conservation laws of the integrable bulk Hamiltonians. For example, in the case of anisotropic Heisenberg model, quasi-local conserved operators which are odd under spin reversal (or spin flip) can be constructed, whereas the conserved operators stemming from orthodox Hermitian transfer operators (via logarithmic differentiation) are all even under spin reversal.