We propose in this paper a polynomial representation of TU-games, fuzzy measures, capacities, and more generally set functions. Our representation needs a countably infinite set of players and the natural ordering of finite sets of $\mathbb{N}$, defined recursively. For a given basis of the vector space of games, we associate to each game $v$ a formal polynomial of degree at most $2^n-1$ whose coefficients are the coordinates of $v$ in the given basis. By the fundamental theorem of algebra, $v$ can be represented by the roots of the polynomial. We present some new families of games stemming from this polynomial context, like the irreducible games, the multiplicative games and the cyclotomic games.