The definition of real analytic functions (which is that the function is its Taylor series) is not very useful, because there is no immediate way to check when a function satisfies the definition. The definition of complex analytic functions (which is that the function is continuously real differentiable, and satisfies Cauchy-Riemann equations) however is very useful, because there is a theorem that says that if f:B(z_0,r)\to\mathbb{C} is complex analytic, where B(z_0,r)\subset\mathbb{C} is some ball, then f can be written as a Taylor series in this ball.
The complex analysis then gives the obvious way to deal with Taylor series of the real analytic functions too. When you are given a function f:[a,b]\to\mathbb{R}, extend it to a complex analytic function f:B((a+b)/2, (b-a)/2)\to\mathbb{C}, you know it has Taylor series representation, then restrict the Taylor series back to the real line.
Suppose you want to know that Taylor series of \log:]0,2[\to\mathbb{R} around x=1 converges towards the logarithm. We know that \log:B(1,1)\to\mathbb{C}, \log(z)=\log(|z|) + i \textrm{Arg}(z), has the Taylor series representation, so the proof is done.
What happens if the function cannot be extended to a complex analytic function? Then the Taylor series are not converging right.
For example you cannot extend f:\mathbb{R}\to\mathbb{R}, f(x)=1/(1+x^2) to a complex analytic function onto the whole plane, because you get singularities at z=\pm i. Not surprisingly, the Taylor series around x=0 are not converging on larger open sets than ]-1,1[. The largest ball around origo so that f has complex analytic continuation there is B(0,1).
Another example is the already mentioned f:\mathbb{R}\to\mathbb{R}, f(x)=e^{-1/x^2}, f(0)=0. This function has no complex analytic extension on any ball B(0,\epsilon). The only attempt f(z)=e^{-1/z^2}, f(0)=0 is not continuous at origo, since the limit \lim_{z\to 0}f(z) does not exist.
...
I just started thinking about the possibility, that could there still be a real analytic function, that could not be extended to a complex analytic one, but actually I think that this is not possible. The reason is this: If
<br />
\sum_{k=0}^{\infty} a_k (z-z_0)^k<br />
converges for some z, then
<br />
\sum_{k=0}^{\infty} a_k(\bar{z}-z_0)^k<br />
converges for all |\bar{z}-z_0| < |z-z_0|. So if there exists a real Taylor series, the Taylor series are also converging on nearby complex points.
Notice! This last conclusion is something that I realized right now while typing this message. It could be wrong. I would like to hear comments on it, even if it's right. So that I could be more sure... But if it is right, then it means that actually the question of function being real analytic can be settled completely by checking if the complex analytic extension exists!