One can find a natural continuous extension of the harmonic numbers:
\begin{align}
H_n
&= \sum_{k=1}^n \frac{1}{k} \\
&= \sum_{k=0}^{n-1} \frac{1}{k+1} \\
&= \sum_{k=0}^{n-1} \int_0^1 x^k \,\mathrm{d}x \\
&= \int_0^1 \sum_{k=0}^{n-1} x^k \,\mathrm{d}x \\
&= \int_0^1 \frac{1-x^n}{1-x} \,\mathrm{d}{x}
\end{align}
One can also find a natural continuous extension of the factorials, namely the gamma function. Is there a natural continuous extension of number-theoretic functions like the Möbius and prime-counting functions?