We review recent progress in analysing wave scattering in systems with both intrinsic chaos and/or disorder and internal losses, when the scattering matrix is no longer unitary. By mapping the problem onto a nonlinear supersymmetric σ-model, we are able to derive closed-form analytic expressions for the distribution of reflection probability in a generic disordered system. One of the most important properties resulting from such an analysis is statistical independence between the phase and the modulus of the reflection amplitude in every perfectly open channel. The developed theory has far-reaching consequences for many quantities of interest, including local Green functions and time delays. In particular, we point out the role played by absorption as a sensitive indicator of mechanisms behind the Anderson localization transition. We also provide a random-matrix-based analysis of S-matrix and impedance correlations for various symmetry classes as well as the distribution of transmitted power for systems with broken time-reversal invariance, completing previous works on the subject. The results can be applied, in particular, to the experimentally accessible impedance and reflection in a microwave or an ultrasonic cavity attached to a system of antennas.