  The nonlinear integral equation P(x)=\int_alpha^beta dy w(y) P(y) P(x+y) is
investigated. It is shown that for a given function w(x) the equation admits an
infinite set of polynomial solutions P(x). For polynomial solutions, this
nonlinear integral equation reduces to a finite set of coupled linear algebraic
equations for the coefficients of the polynomials. Interestingly, the set of
polynomial solutions is orthogonal with respect to the measure x w(x). The
nonlinear integral equation can be used to specify all orthogonal polynomials
in a simple and compact way. This integral equation provides a natural vehicle
for extending the theory of orthogonal polynomials into the complex domain.
Generalizations of the integral equation are discussed.
