In[4]:= Integrate[x/(x^2 + 1), {x, -b, b}]
Out[4]= 0
which is what I expect due to the symmetry of the integrand under sign change.
I guess that integral goes to infinity - infinity as b goes to infinity.
In[5]:= $Version
Out[5]= "10.0 for Microsoft Windows (64-bit) (December 4, 2014)"