The purpose of this paper is to consider the relations among the various definitions of the spaces H^p of analytic functions with values in a Banach space and to investigate the problem of the structure of the conjugates of these spaces. In particular, one constructs an example of a reflexive separable Banach space χ, for which the equality H^p(X)^*=H^p′(X^*) (1<p<∞,1/p+1/p′=1) ails.