We consider various systematic ways of defining unbounded operator valued integrals of complex functions with respect to (mostly) positive operator measures and positive sesquilinear form measures, and investigate their relationships to each other in view of the extension theory of symmetric operators. We demonstrate the associated mathematical subtleties with a physically relevant example involving moment operators of the momentum observable of a particle confined to move on a bounded interval. (C) 2013 Elsevier Inc. All rights reserved.