  In this paper, we prove that in small parameter regions, arbitrary unitary
matrix integrals converge in the large $N$ limit and match their formal
expansion. Secondly we give a combinatorial model for our matrix integral
asymptotics and investigate examples related to free probability and the HCIZ
integral. Our convergence result also leads us to new results of smoothness of
microstates. We finally generalize our approach to integrals over the othogonal
group.
