There is no elementary function whose derivative is $\frac{\sin x}{x}$. However, antiderivatives of this function come up moderately frequently in applications, for example in signal processing. So it has been convenient to give one of its antiderivatives, $\int_0^x\frac{\sin t}{t}\,dt$, a name. The standard name is $\text{Si}(x)$. In the old days, one could find tables of $\text{Si}(x)$. Nowadays, it is a built-in function in many programs, including Maple and Mathematica.
There are many other instances in mathematics where a non-elementary function has been given a special name. So there is an enormous variety of such special function, among them the error function of probability theory, and the Gamma function.
Remark: If you write down a medium-ugly elementary function, like $\frac{e^x}{x^2+1}$, or even $\sqrt{1+x+x^5}$, the function will usually not have an elementary antiderivative. this makes for real trouble when we are trying to invent new arclength problems. Recall that the arclength of $y=f(x)$ involves $\int_a^b \sqrt{1+(f'(x))^2}\,dx$. If we start with a quite nice function $f(x)$, the function $\sqrt{1+(f'(x))^2}$ can be pretty complicated, and ordinarily does not have an elementary antiderivative. That's why most of the calculus book examples in the arclength section are quite artificial.