From the author's introduction: "We introduce a general method for defining Denjoy type integrals of point functions with domain in a second-countable, locally compact metric space, and range contained in an arbitrary real or complex Banach space. The general discussion given is primarily constructive in nature, with a view toward related descriptive type definitions, which are available under proper circumstances. Use is made of P. I. Romanovski─н's (1941) collection of sets, the members of which we refer to as 'fundamental sets'. We restrict our work to spaces on which a regular, real-valued, non-negative measure is defined. A discussion is given of some special cases of the general integral. A crucial part of this study is the differentiability of fundamental-set functions taking on values in a Banach space. We shall be interested in differentiability relative to one of the measures mentioned above. Three types of differentiation are discussed: strong differentiation, weak differentiation and pseudo-differentiation. The definition of each of these processes is a generalization of the definition of the corresponding process in more special cases."