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timtyler comments on A summary of Savage's foundations for probability and utility. - Less Wrong
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Conway used surreal numbers for go utilities. I discussed the virtues of surreal utilities here.
Those aren't really utilities because they aren't made for taking expectations, though any totally ordered set can be embedded in the surreals, so they are perfect for choosing from possibly-infinite sets of certain outcomes.
Checking with the definition of utility expectations do not seem critical.
Conway's move values may usefully be seen as utilities associated with possible moves.
Okay, that is not the kind of utility discussed in the post, but it is still a utility.