You can define Zeta as:
\zeta(s)=\frac{e^{-i\pi s}\Gamma(1-s)}{2\pi i}\int\frac{u^{s-1}}{e^{u}-1}du
where the contour of integration starts on the real axis at +infinity, comes down to the origin, circles once in the counterclockwise direction (avoiding the poles at +/-2*pi*i), then heads back to +infinity along the real axis. The branch of the logarithm (so we know what u^(s-1) is) varies from 0 to 2pi along this contour (the path 'back' to infinity is on a different branch then the path 'from' infinity).
Now this actually defines an analytic function on the entire plane (with a pole only at s=1 of course, the other poles of the Gamma factor are canceled, the integral is zero at these points). You can then go on to show this is equal to the usual Dirichlet series definition when real part of s is greater than 1 and you've therefore managed to find an analytic continuation of this series to the entire plane.