A systematic first-order correction to the standard Markov master equation for open quantum systems interacting with a bosonic bath is presented. It extends the Markov Lindblad master equation to the more general case of non-Markovian evolution. The meaning and applications of our `post'-Markov master equation are illustrated with several examples, including a damped two-level atom, the spin-boson model and the quantum Brownian motion model. Limitations of the Markov approximation, the problem of positivity violation and initial slips are also discussed