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As is well known, each natural number (except $0$) can be written uniquely as product of finitely many prime numbers (with $1$ being the empty product). My question is: Does some analogue theorem also hold for ordinal numbers?

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    This is a very interesting question! I believe the question you are asking is whether or not the ordinals form a UFD using natural sum and product. The ordinals below $\omega^\omega$ endowed with natural sum and product are isomorphic to polynomials with natural number coefficients, so they form a UFD. I believe this remains true for higher ordinals, but I don't have a proof.2012-09-23

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Theorem 3 of Shinpei Oka's On Telgárski's formula (online summary) offers an affirmative answer.

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    Sierpinski's book **Cardinal and Ordinal Numbers** is pretty much the bible for this kind of stuff. I don't have my copy with me where I'm at right now to give any suggestions based on it, but since no one else has yet mentioned Sierpinski's book, I thought I'd mention it in case the OP doesn't know about it.2014-06-20