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The non-commutative analytic Toeplitz algebra is the WOT-closed algebra generated by the left regular representation of the free semigroup on $n$ generators. We will first review earlier work to explain why this non-commutative algebra has an analytic structure associated to the unit ball in $\mathbb{C}^n$. Then we will discuss a natural interpolation problem for this algebra which is the analogue of the classical Nevanlinna--Pick interpolation in the disk.