Modern genomic sequencing and bioinformatics approaches have detected numerous examples of DNA sequences derived from DNA and RNA virus genomes integrated into both vertebrate and insect genomes. Retroviruses encode RNA-dependent DNA polymerases (reverse transcriptases) and integrases that convert their RNA viral genomes into DNA proviruses and facilitate proviral DNA integration into the host genome. Surprisingly, DNA sequences derived from RNA viruses that do not encode these enzymes also occur in host genomes. Non-retroviral integrated RNA virus sequences (NIRVS) occur at relatively high frequency in the genomes of the arboviral vectors Aedes aegypti and Aedes albopictus, are not distributed randomly and possibly contribute to mosquito antiviral immunity, suggesting these mosquitoes could serve as a model system for unravelling the function of NIRVS. Here we address the following questions: What drives DNA synthesis from the genomes of non-retroviral RNA viruses? How does integration of virus cDNA into host DNA occur, and what is its biological function (if any)? We review current knowledge of viral integrations in insect genomes, hypothesize mechanisms of NIRVS formation and their potential impact on insect biology, particularly antiviral immunity, and suggest directions for future research.