The Lebesgue-Nikodym Theorem states that for a Lebesgue measure an additive set function  which is -absolutely continuous is the integral of a Lebegsue integrable a measurable function ; that is, for all measurable sets. Such a property is not shared by vector valued set functions. We introduce a suitable definition of the integral that will extend the above property to the vector valued case in its full generality. We also discuss a further extension of the Fundamental Theorem of Calculus for additive set functions with values in an infinite dimensional normed space.