In this work we investigate the late-time steady states of open quantum systems coupled to a thermal reservoir in the strong coupling regime. In general such systems do not necessarily relax to a Boltzmann distribution if the coupling to the thermal reservoir is nonvanishing or equivalently if the relaxation time scales are finite. Using a variety of nonequilibrium formalisms valid for non-Markovian processes, we show that starting from a product state of the closed system = system + environment, with the environment in its thermal state, the open system which results from coarse graining the environment will evolve towards an equilibrium state at late times. This state can be expressed as the reduced state of the closed system thermal state at the temperature of the environment. For a linear (harmonic) system and environment, which is exactly solvable, we are able to show in a rigorous way that all multitime correlations of the open system evolve towards those of the closed system thermal state. Multitime correlations are especially relevant in the non-Markovian regime, since they cannot be generated by the dynamics of the single-time correlations. For more general systems, which cannot be exactly solved, we are able to provide a general proof that all single-time correlations of the open system evolve to those of the closed system thermal state, to first order in the relaxation rates. For the special case of a zero-temperature reservoir, we are able to explicitly construct the reduced closed system thermal state in terms of the environmental correlations. DOI:10.1103/PhysRevE.86.061132