The purpose of this essay is to prove the existence of the Riemann-Stieltjes integral. After doing so, we present some applications in complex analysis, where we define the complex curve integral as a special case of the Riemann- Stieltjes integral, and then focus on Cauchy’s celebrated integral theorem. To show the versatility of the Riemann-Stieltjes integral, we also present some applications in probability theory, where the integral generates a general formula for the expectation, regardless of its underlying distribution.