Riemann integration, Lebesgue integration
line integral/contour integration
integration of differential forms
integration over supermanifolds, Berezin integral, fermionic path integral
Kontsevich integral, Selberg integral, elliptic Selberg integral
integration in ordinary differential cohomology
integration in differential K-theory
integration over infinite-dimensional manifolds.
For instance path integrals, Wiener integrals?
Irving Segal, Algebraic integration theory, Bull. Amer. Math. Soc. Volume 71, Number 3, Part 1 (1965), 419-489 (Euclid)
Hui-Hsiung Kuo, Integration theory on infinite-dimensional manifolds, Transactions of the American Mathematical Society Vol. 159, (Sep., 1971), pp. 57-78 (JSTOR)
David Shale, Invariant integration over the infinite dimensional orthogonal group and related spaces, Transactions of the American Mathematical Society Vol. 124, No. 1 (Jul., 1966), pp. 148-157 (JSTOR)
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