I need to evaluate the following (real) integral using complex contour integration:
Answer
No, that's not what you're using in those cases. In the complex domain, $e^z$ (and thus $1/(e^z+1)$) is periodic with period $2\pi i$, so your closed contour is from $-\infty$ to $+\infty$ along the real axis, and back from $+\infty+2\pi i$ to $-\infty+2\pi i$, with just one singularity at $z=\pi i$ inside (strictly speaking, it would be a rectangle, with the vertical contributions vanishing in the limit, but I guess you know the drill). So we have (since for $z=x+2\pi i$, $e^{az}=e^{2\pi a i}e^{ax}$)
$$(1-e^{2\pi a i})\int^\infty_{-\infty}\frac{e^{ax}}{e^x+1}\,dx=2\pi i\,\frac{e^{a\pi i}}{-1},$$ i.e.
$$\int^\infty_{-\infty}\frac{e^{ax}}{e^x+1}\,dx=\frac{\pi}{\sin\pi a}.$$
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