Open quantum systems continually lose information to their surroundings. In some cases this information can be readily retrieved from the environment and put to good use by engineering a feedback loop to control the system dynamics. Two cases are distinguished: one where the feedback mechanism involves a measurement of the environment, and the other where no measurement is made. It is shown that the latter case can always replicate the former, but not vice versa. This emphasizes the quantum nature of the information being fed back. Two approaches are used to describe the feedback: quantum trajectories (which apply only for feedback based on measurement) and quantum Langevin equations (which can be used in either case), and the results are shown to be equivalent. The obvious applications for the theory are in quantum optics, where the information is lost by radiation damping and can be retrieved by photodetection. A few examples are discussed, one of which is particularly interesting as it has no classical counterpart.