well, i know you're gonna hate this explanation, but the Gamma function is defined as
[math]\[\Gamma(x) = \int_0^{\infty} t^{x-1} e^{-t} \,dt\][/math] for x > 0.
although, the exact proof that you're looking for, which is a simple expansion on this definition can be found here:
http://mathworld.wolfram.com/GammaFunction.html
i'm just honestly too lazy to redo the LaTeX to make it clear.
just scroll a little down the page right under those pretty little colored graphs. there lies your answer.
if you need any furthur proofs of why this and that, you can email wolfram.