In How can you prove that a function has no closed form integral?, the accepted answer points to http://www.sci.ccny.cuny.edu/~ksda/PostedPapers/liouv06.pdf where one can find a corollary by Liouville providing sufficient and necessary conditions for the integral:
$$\int{f(t)e^{g(t)}\mathrm dt}$$
to be determinable (using elementary functions and operations). Now, the inverse Laplace transform of $s^{a-1}/s^a+\lambda$ is given by:
$$\mathcal{L}\left\{ \frac{s^{a-1}}{s^a+\lambda} \right\} = E_{a,1}(-\lambda t)$$
where $E_{a,b}(t)$ is the two-parameter Mittag-Leffler function which is not a primitive function and is defined by:
$$E_{a,b}(t)=\sum_{k=0}^{\infty}{\frac{t^k}{\Gamma(ak+b)}}$$
Can we use Liouville's corollary or some other result to prove that $s^{a-1}/s^a+\lambda$ does not have an inverse Laplace transform that can be expressed in terms of elementary functions and operations? Actually we need to prove that the following function is not an elementary primitive:
$$\varphi(t)=\lim_{T\to\infty}\int_{\gamma-iT}^{\gamma+iT} e^{st} \frac{s^{a-1}}{s^a+\lambda}\mathrm ds$$
The Risch algorithm can determine whether or not a function has an elementary antiderivative. Definite integrals, however, are a completely different matter, and I don't think there is much of a theory about when they can be expressed as elementary functions.