The advantages of performing Langevin dynamics in extended systems are discussed. A simple Langevin dynamics scheme for producing the canonical ensemble is reviewed, and is then extended to the Hoover ensemble. We show that the resulting equations of motion generate the isobaric isothermal ensemble. The Parrinello-Rahman ensemble is then discussed and we show that despite the presence of intrinsic probability gradients in this system, a Langevin dynamics approach samples the extended phase space in the correct fashion. The implementation of these methods in the ab initio plane wave density functional theory code CASTEP [M. D. Segall, P. L. D. Lindan, M. J. Probert, C. J. Pickard, P. J. Hasnip, S. J. Clarke, and M. C. Payne, J. Phys.: Condens. Matter 14, 2717 (2003)] is demonstrated. (C) 2004 American Institute of Physics.