Assuming the integral exists,
$$\int_{-\infty}^{\infty} = \lim_{r \to \infty} \int_{-r}^r = \lim_{r \to \infty} \left( \oint_{\text{boundary of semicircle}} - \int_{\text{semicircular arc}} \right) $$
A typical proof method using this fact is:
* Compute $\oint_{\text{boundary of semicircle}}$ by the residue theorem
* Show that $\int_{\text{semicircular arc}}$ converges to zero. This is often done by showing the magnitude of the integrand is asymptotically smaller than the arclength