How to come up with the gamma function? It always puzzles me, how the Gamma function's inventor came up with its definition
$$\Gamma(x+1)=\int_0^1(-\ln t)^x\;\mathrm dt=\int_0^\infty t^xe^{-t}\;\mathrm dt$$
Is there a nice derivation of this generalization of the factorial?

Here is a nice paper of Detlef Gronau Why is the gamma function 
so as it is?.
Concerning alternative possible definitions see Is the Gamma function mis-defined? providing another resume of the story Interpolating the natural factorial n! .
Concerning Euler's work Ed Sandifer's articles 'How Euler did it' are of value too, in this case 'Gamma the function'.
