We consider non-equilibrium open statistical systems, subject to potentials and to external “heat baths” (hb) at thermal equilibrium at temperature T (either with ab initio dissipation or without it). Boltzmann’s classical equilibrium distributions generate, as Gaussian weight functions in momenta, orthogonal polynomials in momenta (the position-independent Hermite polynomialsHn’s). The moments of non-equilibrium classical distributions, implied by the Hn’s, fulfill a hierarchy: for long times, the lowest moment dominates the evolution towards thermal equilibrium, either with dissipation or without it (but under certain approximation). We revisit that hierarchy, whose solution depends on operator continued fractions. We review our generalization of that moment method to classical closed many-particle interacting systems with neither a hb nor ab initio dissipation: with initial states describing thermal equilibrium at T at large distances but non-equilibrium at finite distances, the moment method yields, approximately, irreversible thermalization of the whole system at T, for long times. Generalizations to non-equilibrium quantum interacting systems meet additional difficulties. Three of them are: (i) equilibrium distributions (represented through Wigner functions) are neither Gaussian in momenta nor known in closed form; (ii) they may depend on dissipation; and (iii) the orthogonal polynomials in momenta generated by them depend also on positions. We generalize the moment method, dealing with (i), (ii) and (iii), to some non-equilibrium one-particle quantum interacting systems. Open problems are discussed briefly.