Quantum integrable models are not only of theoretical importance, but also occur in many realistic physical situations (for instance cold atomic experiments), where they give rise to surprising phenomena. In particular, along with the great efforts deployed to understand the out-of-equilibrium dynamics of many-body systems over the last decade, it has been observed that quantum integrable models do not relax as generic systems do, namely they do not thermalize. The question of whether a ``Generalized Gibbs Ensemble'' (GGE) should emerge in this case, and if so how to construct it, has been highly debated recently and has lead to important discoveries such as the existence of new conserved charges. \par In this talk I will review some of the recent progress made in this direction, mostly achieved in the paradigmatic example of the XXZ Heisenberg spin chain. I will then turn to the case of field theories, in particular the sine-Gordon one. There, our recent progress towards the construction of a Generalized Gibbs Ensemble leads to the unveiling of a set of conserved charges with fractional Lorentz spin.