The study of open quantum systems has become increasingly important in the past years, as the ability to control quantum coherence on a single particle level has been developed in a wide variety of physical systems. In quantum optics, the study of open systems goes well beyond understanding the breakdown of quantum coherence. There, the coupling to the environment is sufficiently well understood that it can be manipulated to drive the system into desired quantum states, or to project the system onto known states via feedback in quantum measurements. Many mathematical frameworks have been developed to describe such systems, which for atomic, molecular, and optical (AMO) systems generally provide a very accurate description of the open quantum system on a microscopic level. In recent years, AMO systems including cold atomic and molecular gases and trapped ions have been applied heavily to the study of many-body physics, and it has become important to extend previous understanding of open system dynamics in single- and few-body systems to this many-body context. A key formalism that has already proven very useful in this context is the quantum trajectories technique. This was developed as a numerical tool for studying dynamics in open quantum systems, and falls within a broader framework of continuous measurement theory as a way to understand the dynamics of large classes of open quantum systems. We review the progress that has been made in studying open many-body systems in the AMO context, focussing on the application of ideas from quantum optics, and on the implementation and applications of quantum trajectories methods. Control over dissipative processes promises many further tools to prepare interesting and important states in strongly interacting systems, including the realisation of parameter regimes in quantum simulators that are inaccessible via current techniques.