  We consider type II superstrings on AdS backgrounds with Ramond-Ramond flux
in various dimensions. We realize the backgrounds as supercosets and analyze
explicitly two classes of models: non-critical superstrings on AdS_{2d} and
critical superstrings on AdS_p\times S^p\times CY. We work both in the
Green--Schwarz and in the pure spinor formalisms. We construct a one-parameter
family of flat currents (a Lax connection) leading to an infinite number of
conserved non-local charges, which imply the classical integrability of both
sigma-models. In the pure spinor formulation, we use the BRST symmetry to prove
the quantum integrability of the sigma-model. We discuss how classical
\kappa-symmetry implies one-loop conformal invariance. We consider the addition
of space-filling D-branes to the pure spinor formalism.
