Although Szeto's answer:
$$\int x^{x^{...}} dx= \sum^{\infty}_{n=0}\frac{(-n)^{n-1}}{n!}\gamma(n,-\ln(x))$$
is correct. It does not converge for the complete domain of $x^{x^{x...}}$ which is $e^{-e}\le x \le e^{1/e}$ and instead only converges for $e^{-1/e}\le x\le e^{1/e}$. This is because the sum $W(u)=\sum_{n=1}^{\infty}\frac{(-n)^{n-1}}{n!}u^n$ has a radius of convergence of $|u|\lt \frac{1}{e}$. Below I will represent the integral as an infinite sum that converges for all $e^{-e}\le x \le e^{1/e}$.
$$ \int x^{x^{x^{.^{.......}}}} dx= \int\frac {-W(-\ln(x))}{\ln(x)} dx$$
let $ -\ln x=t $
$$ x=e^{-t} $$
$$dx =-xdt $$
$$ \therefore \int\frac {-W(-\ln(x))}{\ln(x)} dx =- \int \frac {W(t)}{te^t}dt $$
We know that:
$$\frac{1}{e^t}=\sum_{n=0}^{\infty}\frac{(-t)^n}{n!}$$
$$- \int \frac {W(t)}{te^t}dt=- \int \sum_{n=0}^{\infty}\frac {(-1)^nW(t)(t)^n}{tn!}dt=- \int \sum_{n=0}^{\infty} \frac{(-1)^nW(t)(t)^{n-1}}{n!}dt $$
$$- \int \sum_{n=0}^{\infty} \frac{(-1)^nW(t)(t)^{n-1}}{n!}dt = - \sum_{n=0}^{\infty} \frac{(-1)^n}{n!}\int W(t)(t)^{n-1}dt $$
Now,
$$\int W(t)(t)^{n-1}dt= \sum_{n=0}^{\infty}\frac {(t)^ne^{[-nW(t)]}[-nW(t)]^{-n}[n\Gamma(n+1, -nW(t))- \Gamma(n+2, -nW(t))]} {n^2} $$
The proof for this is long and can be confirmed by Wolfram Alpha.
Substituting $t=- \ln x$:
$\sum_{n=0}^{\infty}-\frac {(-1)^n(-\ln x)^ne^{[-nW(-\ln x)]}[-nW(-\ln x)]^{-n}[n\Gamma(n+1, -nW(-\ln x))- \Gamma(n+2, -nW(-\ln x))]} {(n!)n^2} $
And finally we have:
$ \int x^{x^{x^{.^{.......}}}} dx = \sum_{n=0}^{\infty}-\frac {(-1)^n(-\ln x)^ne^{[-nW(-\ln x)]}[-nW(-\ln x)]^{-n}[n\Gamma(n+1, -nW(-\ln x))- \Gamma(n+2, -nW(-\ln x))]} {(n!)n^2} $