Assuming you tried to say
[tex]\delta_n(x) = \frac{n}{\pi} \frac{1}{1 + n^2 x^2}[/tex]
you can easily work out that
[tex]\int_{-a}^{a} \delta_n(x) \, \mathrm{d}x = \frac{2}{\pi} \operatorname{arctan}(a n)[/tex].
This is no coincidence of course, it is the reason the ugly factor of 1/pi was added in the first place.
Of course, for [itex]a \to \infty[/itex] this converges to 1. So if we define
[tex]\int_{-\infty}^\infty \delta_n(x) \, \mathrm dx = \lim_{a \to \infty} \int_{-a}^{a} \delta_n(x) \, \mathrm{d}x = \frac{2}{\pi}[/tex]
it follows.
One has to be careful in applying limits on integrals though, in particular
[tex]0 = \int_{-\infty}^{\infty} \lim_{n \to \infty} \delta_n(x) \, \mathrm dx \neq \lim_{n \to \infty}\left( \int_{-\infty}^\infty \delta_n(x) \, \mathrm dx \right) = 1[/tex]