We review the recent advances on exact results for dynamical correlation functions at large scales and related transport coefficients in interacting integrable models. We discuss Drude weights, conductivity and diffusion constants, as well as linear and nonlinear response on top of equilibrium and non-equilibrium states. We consider the problems from the complementary perspectives of the general hydrodynamic theory of many-body systems, including hydrodynamic projections, and form-factor expansions in integrable models, and show how they provide a comprehensive and consistent set of exact methods to extract large scale behaviours. Finally, we overview various applications in integrable spin chains and field theories.