The harmonic series diverges, which is somewhat surprising because each term tends to zero as $n\to\infty$. However, the problem is that each term does not tend to zero fast enough.
A function which generalises this series is the Riemann zeta function $$\zeta(s)=\sum_{n=1}^\infty\frac{1}{n^s}$$
which converges for $\text{Re}(s)>1$. For example,
$$\zeta(2)=\frac{\pi^2}{6}.$$
Euler gave a general formula for $\zeta(2n)$ in terms of the Bernoulli numbers,
$$\zeta(2n)=\frac{(-1)^{n+1}B_{2n}(2\pi)^{2n}}{2(2n)!},$$
but no closed form is known yet for odd arguments.
It can also be analytically continued to $\mathbb{C}\setminus\{1\}$. There is a singularity (pole of order 1) at $s=1$.
Zeros of this function lie on the negative even integers (the trivial zeros), whereas the non trivial (purely complex) zeros are all known to lie in the critical strip. In fact it is hypothesised that they all lie on the critical line $s=1/2+it$, which you may know is called the Riemann Hypothesis. If true, this has big implications concerning the distribution of the primes, and many conjectured theorems in Analytic Number Theory, since $\zeta(s)$ is related to the primes by Euler's product formula,
$$\zeta(s)=\prod_{p\text{ prime}}\left(1-p^{-s}\right)^{-1}.$$
Coming back to "$\zeta(1)$" for a moment, as mentioned in the other answer, it pops up in the definition of Euler's gamma constant,
$$\gamma=\lim_{n\to\infty}\sum_{k=1}^n\frac{1}{k}-\log n\approx 0.57721566490...$$
It is not yet known whether $\gamma$ is irrational, unlike $\zeta(2n)$, and also $\zeta(3)$ which was proved to be irrational by Apéry.
It may also be of interest to note that
$$H_n=\sum_{k=1}^n\frac{1}{k}=\Psi(n+1)+\gamma,$$
where $\Psi$ is the Digamma function.
Another remarkable "closed form" is given by
$$H_n = \frac{\binom{(n+1)!+n}{n}-1}{(n+1)!}-(n+1)\Biggl\lfloor \frac{\binom{(n+1)!+n}{n}-1}{(n+1)(n+1)!}\Biggr\rfloor,$$
as stated by @nczksv in the "duplicate" answer.