I will sketch some themes and results related to real integrals and their connections to geometry, analysis, and number theory. Using real geometry and real semi-algebraic sets, I will sketch classes of functions which are stable under (parametric) integration, Fourier transform, Mellin transform, and Laplace transform (Laplace still being work in progress). This has connections to classes of distributions and their properties (like holonomicity), to periods and exponential periods and families thereof, and questions around (functional) transcendence. The directions I will focus most on comprise work by many people, in particular by Aizenbud, (my PhD student) Buggenhout, Comte, Kaiser, Lion, Miller, Raibaut, Rolin, Servi, Stout, (my PhD student) Vandebrouck. I will raise some open questions for future research as well.